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Cited article:

Approximation of the Snell Envelope and American Options Prices in dimension one

Vlad Bally, Bruno Saussereau

ESAIM: PS, 6 (2002) 1-19

Published online: 2002-11-15

DOI: https://doi.org/10.1051/ps:2002001

This article has been cited by the following article(s):

On the integral relationship between the early exercise boundary and the value function of the American put option

Malkhaz Shashiashvili
Transactions of A. Razmadze Mathematical Institute 172 (3) 448 (2018)
https://doi.org/10.1016/j.trmi.2018.07.003

A quantization algorithm for solving multidimensional discrete-time optimal stopping problems

Vlad Bally and Gilles Pagès
Bernoulli 9 (6) (2003)
https://doi.org/10.3150/bj/1072215199