On the optimal exercise boundary for an American put option.
Alobaidi, Ghada ; Mallier, Roland
Journal of Applied Mathematics, Tome 1 (2001), p. 39-45 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
DOI : https://doi.org/10.1155/S1110757X01000018
EUDML-ID : urn:eudml:doc:48999 
@article{01625014,
     title = {On the optimal exercise boundary for an American put option.},
     journal = {Journal of Applied Mathematics},
     volume = {1},
     year = {2001},
     pages = {39-45},
     doi = {10.1155/S1110757X01000018},
     zbl = {0976.91029},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01625014}
}

Alobaidi, Ghada; Mallier, Roland. On the optimal exercise boundary for an American put option.. Journal of Applied Mathematics, Tome 1 (2001) pp. 39-45. doi : 10.1155/S1110757X01000018. http://gdmltest.u-ga.fr/item/01625014/