BibTeX record: journals/oms/FengLMN11

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@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},
  year      = {2011},
  volume    = {26},
  number    = {4-5},
  pages     = {813--825},
  url       = {http://dx.doi.org/10.1080/10556788.2010.514341},
  doi       = {10.1080/10556788.2010.514341},
  timestamp = {Fri, 24 Oct 2014 20:22:26 +0200},
  biburl    = {http://dblp.uni-trier.de/rec/bib/journals/oms/FengLMN11},
  bibsource = {dblp computer science bibliography, http://dblp.org}
}