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E. Bayraktar and Hao Xing, “Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions,” SIAM Journal of Mathematical Analysis, Vol. 41, No. 2, 2009, pp. 825-860.

has been cited by the following article:

• TITLE: Some Properties for the American Option-Pricing Model

  AUTHORS: Hong-Ming Yin

  KEYWORDS: American Option Model; Regularity of Free Boundary; Comparison Principle

  JOURNAL NAME: Journal of Mathematical Finance, Vol.2 No.3, August 31, 2012

  ABSTRACT: In this paper we study global properties of the optimal excising boundary for the American option-pricing model. It is shown that a global comparison principle with respect to time-dependent volatility holds. Moreover, we proved a global regularity for the free boundary.