%0 Journal Article
%A Bally, Vlad
%A Saussereau, Bruno
%T Approximation of the Snell envelope and american options prices in dimension one
%J ESAIM: Probability and Statistics
%D 2002
%P 1-19
%V 6
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ps:2002001/
%R 10.1051/ps:2002001
%G en
%F PS_2002__6__1_0