@article{chen2021penalty,
  author  = {Yuwei Chen and Christina C. Christara},
  title   = {Penalty Methods for Bilateral {XVA} Pricing
    in {European} and {American} Contingent Claims by a {PDE} Model},
  journal = {Journal of Computational Finance},
  year    = 2021,
  volume  = {24},
  number  = {4},
  pages   = {41-70},
}

@article{christara2018analysis,
  title    = {Analysis of quantization error in financial pricing via
              finite difference methods},
  author   = {Christara, Christina C and Chun-Ho Leung, Nat},
  journal  = {SIAM J. Numer. Anal.},
  volume   = {56},
  number   = {3},
  pages    = {1731--1757},
  year     = {2018},
  publisher= {SIAM},
}

@article{christara2011adaptive,
  author   = "{C. Christara and D. M. Dang}",
  title    = "{Adaptive and high-order methods for valuing {A}merican options}",
  journal  = "{J. Comput. Finance}",
  volume   = "{14}",
  number   = "{4}",
  month    = "{Summer}",
  pages    = "{73--113}",
  year     = "2011",
}

@book{Heath2018,
  author   = {Michael Heath},
  title    = {Scientific Computing: an introductory survey},
  publisher= {SIAM},
  year     = {2018},
}

@book{Ascher2011,
  author   = {Uri Ascher and Chen Greif},
  title    = {A first course in Numerical Methods},
  publisher= {SIAM},
  year     = {2011},
}

