FengLMN11'

@article{DBLP:journals/oms/FengLMN11,
  author    = {Liming Feng and
               Vadim Linetsky and
               Jos{\'e} Luis Morales and
               Jorge Nocedal},
  title     = {On the solution of complementarity problems arising in American
               options pricing},
  journal   = {Optimization Methods and Software},
  volume    = {26},
  number    = {4-5},
  year      = {2011},
  pages     = {813-825},
  ee        = {http://dx.doi.org/10.1080/10556788.2010.514341},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}