@misc{9328,
  author = {Bj{\o}rn Nielsen and Ola Skavhaug and Aslak Tveito},
  title = {A Penalty Scheme for Solving American Option Problems},
  year = {2002},
  journal = {Progress in industrial mathematics at ECMI 2000},
  pages = {608-612},
  publisher = {Springer-Verlag},
  editor = {A. Anile and V. Capasso and A. Greco},
}