Geodesic
Calculation of the cost of one American-type option
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 50 (1995) no. 6, pp. 1318-1320

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     author = {S. N. Volkov},
     title = {Calculation of the cost of one {American-type} option},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {1318--1320},
     publisher = {mathdoc},
     volume = {50},
     number = {6},
     year = {1995},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_1995_50_6_a33/}
}
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S. N. Volkov. Calculation of the cost of one American-type option. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 50 (1995) no. 6, pp. 1318-1320. http://geodesic.mathdoc.fr/item/RM_1995_50_6_a33/