TY  - JOUR
AU  - Bally, Vlad
AU  - Saussereau, Bruno
TI  - Approximation of the Snell envelope and american options prices in dimension one
JO  - ESAIM: Probability and Statistics
PY  - 2002
SP  - 1
EP  - 19
VL  - 6
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ps:2002001/
DO  - 10.1051/ps:2002001
LA  - en
ID  - PS_2002__6__1_0
ER  -