@article{11167,
  author = {Bj{\o}rn Nielsen and Ola Skavhaug and Aslak Tveito},
  title = {Penalty Methods for the Numerical Solution of American Multi-Asset Option Problems},
  year = {2008},
  journal = {Journal of Computational and Applied Mathematics},
  volume = {222},
  number = {1},
  pages = {3-16},
}