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X. F. Chen and J. Chadam, “Analytic and Numerical Approximations for the Early Exercise Boundary for the American Put Options,” Dynamical Continuous and Discrete Impulse Systems, Vol. 10, 2003, pp. 649-657.

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.