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@article{DBLP:journals/appml/IkonenT04,
author = {Samuli Ikonen and
Jari Toivanen},
title = {Operator splitting methods for American option pricing},
journal = {Appl. Math. Lett.},
volume = {17},
number = {7},
year = {2004},
pages = {809-814},
ee = {http://dx.doi.org/10.1016/j.aml.2004.06.010},
bibsource = {DBLP, http://dblp.uni-trier.de}
}
Copyright © 2006-11-22 by Michael Ley (ley@uni-trier.de)