The American put option close to expiry.
Mallier, R. ; Alobaidi, G.
Acta Mathematica Universitatis Comenianae. New Series, Tome 73 (2004), p. 161-174 / Harvested from The Electronic Library of Mathematics
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Publié le : 2004-01-01
EUDML-ID : urn:eudml:doc:127076 
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     title = {The American put option close to expiry.},
     journal = {Acta Mathematica Universitatis Comenianae. New Series},
     volume = {73},
     year = {2004},
     pages = {161-174},
     zbl = {1108.91041},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02172775}
}

Mallier, R.; Alobaidi, G. The American put option close to expiry.. Acta Mathematica Universitatis Comenianae. New Series, Tome 73 (2004) pp. 161-174. http://gdmltest.u-ga.fr/item/02172775/