Geodesic
Discrete approximation of American-type options
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 61 (2006) no. 1, pp. 174-175 
R. V. Ivanov. Discrete approximation of American-type options. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 61 (2006) no. 1, pp. 174-175. http://geodesic.mathdoc.fr/item/RM_2006_61_1_a7/
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