@article{DBLP:journals/fgcs/BerridgeS04,
author = {Steffan Berridge and
J. M. Schumacher},
title = {An irregular grid method for high-dimensional free-boundary
problems in finance},
journal = {Future Generation Comp. Syst.},
volume = {20},
number = {3},
year = {2004},
pages = {353-362},
ee = {http://dx.doi.org/10.1016/j.future.2003.07.002},
bibsource = {DBLP, http://dblp.uni-trier.de}
}