Option Pricing, Implementation using PDE Approach

I am planning on a course project, regarding option pricing. Thus, I am asking for suggested references. The requirements are

• consider early exercise (American Style)
• consider path dependent options (Asian Option)
• have detailed PDE formulation and implementation algorithm
  

Acturally, if the reference well fit my needs, price is negotiable.

The attached paper by Zvan and Forsyth include the implementation method you need.