@Article{JPDE-16-29,
author = {Baojun Bian  and Lishang Jiang },
title = {A Note on the Valuation of American Option},
journal = {Journal of Partial Differential Equations},
year = {2003},
volume = {16},
number = {1},
pages = {29--36},
abstract = { American options give holder a right to exercise it at any time at will, the holder should to make the exercise policy in such a way that the expected payoff from the option will be maximized. In this note we prove that it is equivalent to a fact which makes the option value and option delta continuous.},
issn = {2079-732X},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/jpde/5403.html}
}