@article{M2AN_2006__40_2_311_0, author = {Berton, Julien and Eymard, Robert}, title = {Finite volume methods for the valuation of american options}, journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique}, pages = {311--330}, publisher = {EDP-Sciences}, volume = {40}, number = {2}, year = {2006}, doi = {10.1051/m2an:2006011}, mrnumber = {2241825}, zbl = {1137.91427}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/m2an:2006011/} }