@article{PS_2002__6__1_0,
     author = {Bally, Vlad and Saussereau, Bruno},
     title = {Approximation of the {Snell} envelope and american options prices in dimension one},
     journal = {ESAIM: Probability and Statistics},
     pages = {1--19},
     publisher = {EDP-Sciences},
     volume = {6},
     year = {2002},
     doi = {10.1051/ps:2002001},
     mrnumber = {1888135},
     zbl = {0998.60037},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps:2002001/}
}