@article{10_4171_ifb_106, author = {F. E. Benth and Kenneth Hvistendahl Karlsen and K. Reikvam}, title = {A semilinear {Black} and {Scholes} partial differential equation for valuing {American} options: approximate solutions and convergence}, journal = {Interfaces and free boundaries}, pages = {379--404}, year = {2004}, volume = {6}, number = {4}, doi = {10.4171/ifb/106}, url = {http://geodesic.mathdoc.fr/articles/10.4171/ifb/106/} }