@ARTICLE{Au+FungETAL-NumemethbackMark:11,
  title        = {Numerical methods for backward {M}arkov chain driven {B}lack-{S}choles option pricing},
  author       = {Au, C. Y. and Fung, S. L. and Ling, L.},
  journal      = {Front. Math. China},
  fjournal     = {Frontiers of Mathematics in China.},
  volume       = {6},
  number       = {1},
  pages        = {17-33},
  year         = {2011},
  doi          = {DOI: 10.1007/s11464-010-0089-2},
}