@misc {SC.8.Nielsen.2000,
	title = {Penalty Methods for the Numerical Solution of American Option Problems},
	howpublished = {Presented at the Department of Mathematics, University of Oslo, Norway},
	year = {2000},
	month = {February},
	author = {Nielsen, Bj{\o}rn Fredrik and Skavhaug, Ola and Tveito, Aslak}
}
