TY - JOUR AU - F. E. Benth AU - Kenneth Hvistendahl Karlsen AU - K. Reikvam TI - A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence JO - Interfaces and free boundaries PY - 2004 SP - 379 EP - 404 VL - 6 IS - 4 UR - http://geodesic.mathdoc.fr/articles/10.4171/ifb/106/ DO - 10.4171/ifb/106 ID - 10_4171_ifb_106 ER -