Pang , XiaoweiSong , HaimingWang , Xiaoshen and Zhang , Kai. (2020). An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation.
Advances in Applied Mathematics and Mechanics. 12 (4).
902-919.
doi:10.4208/aamm.OA-2019-0107