+
+
+
+
+@article{Brennan1,
+ Author = {Michael J. Brennan and Eduardo S. Schwartz},
+ Journal = {Journal of Financial and Quantitative Analysis},
+ Pages = {461--474},
+ Title = {Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: {A} Synthesis},
+ Volume = {13},
+ Year = {1978}}