MathSciNet bibliographic data

MR1628686 (99b:90025) 90A09 (65N30) Zvan, R.; Forsyth, P. A.; Vetzal, K. R. Penalty methods for American options with stochastic volatility. J. Comput. Appl. Math. 91 (1998), no. 2, 199–218.

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