Daniel N. Ostrov, Jonathan Goodman. On the Early Exercise Boundary of the American Put Option. SIAM Journal of Applied Mathematics, 62(5):1823-1835, 2002. [doi]
@article{OstrovG02,
title = {On the Early Exercise Boundary of the American Put Option},
author = {Daniel N. Ostrov and Jonathan Goodman},
year = {2002},
doi = {10.1137/S0036139900378293},
url = {http://dx.doi.org/10.1137/S0036139900378293},
researchr = {https://researchr.org/publication/OstrovG02},
cites = {0},
citedby = {0},
journal = {SIAM Journal of Applied Mathematics},
volume = {62},
number = {5},
pages = {1823-1835},
}