@inproceedings{Achdou:20061O, author = "Achdou, Yves and Pironneau, Olivier", title = "{American Options. Pricing and volatily calibration.}", doi = "10.22323/1.018.0020", booktitle = "Proceedings of Control Systems: Theory, Numerics and Applications {\textemdash} PoS(CSTNA2005)", year = 2006, volume = "018", pages = "020" }