A comparison principle for an American option on several assets: index and spread options.
Laurence, Peter ; Stredulinsky, Edward
Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2003 (2003), / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:123482 
@article{02033594,
     title = {A comparison principle for an American option on several assets: index and spread options.},
     journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
     volume = {2003},
     year = {2003},
     zbl = {1036.35113},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02033594}
}

Laurence, Peter; Stredulinsky, Edward. A comparison principle for an American option on several assets: index and spread options.. Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2003 (2003) . http://gdmltest.u-ga.fr/item/02033594/