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• A Numerical Method for Determining the Optimal Exercise Price to American Options

  Xiong-Hua Wu, Xiu-Juan Feng

  2003-06-02

  31917 3426 Pages:305-310

• Finite Difference Approximation for Pricing the American Lookback Option

  Tie Zhang, Shuhua Zhang & Danmei Zhu

  2009-08-02

  33447 3370 Pages:484-494

• Convergence of the Explicit Difference Scheme and the Binomial Tree Method for American Options

  Lishang Jiang, Min Dai

  2004-06-02

  33085 3243 Pages:371-380