TY  - JOUR
AU  - Tomasz Klimsiak
AU  - Andrzej Rozkosz
TI  - On Backward Stochastic Differential Equations Approach to Valuation of American Options
JO  - Bulletin of the Polish Academy of Sciences. Mathematics
PY  - 2011
SP  - 275
EP  - 288
VL  - 59
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/ba59-3-8/
DO  - 10.4064/ba59-3-8
LA  - en
ID  - 10_4064_ba59_3_8
ER  -