@techreport{416a6d43346647e0b656d3f60a23915f,
title = "An Irregular Grid Approach for Pricing High Dimensional American Options",
abstract = "AMS classifications: 35R35; 60G40; 65D15; 90C33;",
keywords = "American options, high-dimensional problems, free boundary problems, optimal stopping, variational inequalities, numerical methods, unstructured mesh, Markov chain approximation",
author = "S.J. Berridge and J.M. Schumacher",
note = "Pagination: 31",
year = "2002",
language = "English",
volume = "2002-99",
series = "CentER Discussion Paper",
publisher = "Finance",
type = "WorkingPaper",
institution = "Finance",
}