On pricing American and Asian options with PDE methods.
Acta Mathematica Universitatis Comenianae. New Series, Tome 70 (2001) no. 1, p. 153.

Voir la notice de l'article dans European Digital Mathematics Library

Classification : 65M06, 91G20, 91G60
Mots-clés : Black-Scholes PDE, American and Asian options, numerical methods 
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     author = {Meyer, G.H.},
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Meyer, G.H. On pricing American and Asian options with PDE methods.. Acta Mathematica Universitatis Comenianae. New Series, Tome 70 (2001) no. 1, p. 153. https://geodesic-test.mathdoc.fr/item/AMUC2_2001__70_1_121999/