scripts for calculating american options using the following methods:
Longstaff, F. A., & Schwartz, E. S. (2001). Valuing American options by simulation: A simple least-squares approach. The Society for Financial Studies, 14(1), 113–147.
M. Broadie, and P. Glasserman. Pricing American-style securities using simulation, Journal of Economic Dynamics and Control,21(8–9): 1323-1352, 1997
J. Cox, S. Ross, and M. Rubenstein. Option Pricing: A Simplified Approach. Journal of Financial Economics, (7):229-263, 1979.