@inproceedings {SC.5.Nielsen.2002,
	title = {A Penalty Scheme for Solving American Option Problems},
	journal = {Progress in industrial mathematics at ECMI 2000},
	year = {2002},
	pages = {608-612},
	publisher = {Springer-Verlag},
	type = {1},
	author = {Nielsen, Bj{\o}rn Fredrik and Skavhaug, Ola and Tveito, Aslak},
	editor = {A. M. {Anile} and Capasso, V. and Greco, A.}
}
