A new approach to pricing American-style derivatives. - Scott B. Laprise; Michael C. Fu 001; Steven I. Marcus; Andrew E. B. Lim (WSC, 2001)

Pricing American-Style Derivatives with European Call Options. - Scott B. Laprise; Michael C. Fu 001; Steven I. Marcus; Andrew E. B. Lim; Huiju Zhang (Manag. Sci., 2006)