The American straddle close to expiry.
Alobaidi, Ghada ; Mallier, Roland
Boundary Value Problems [electronic only], Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/BVP/2006/32835
EUDML-ID : urn:eudml:doc:54160 
@article{05237096,
     title = {The American straddle close to expiry.},
     journal = {Boundary Value Problems [electronic only]},
     volume = {2006},
     year = {2006},
     doi = {10.1155/BVP/2006/32835},
     zbl = {1138.91417},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05237096}
}

Alobaidi, Ghada; Mallier, Roland. The American straddle close to expiry.. Boundary Value Problems [electronic only], Tome 2006 (2006) . doi : 10.1155/BVP/2006/32835. http://gdmltest.u-ga.fr/item/05237096/