@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042219, author = {Fujii, Masaaki and Sato, Seisho and Takahashi, Akihiko}, month = {Nov}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {An FBSDE Approach to American Option Pricing with an Interacting Particle Method}, year = {2012} }