Lamberton, D. and Villeneuve, Stéphane (2003) Critical Price near Maturity for an American Option on a Dividend-Paying Stock. Annals of Applied Probability, 13. pp. 800-815.
and Villeneuve, Stéphane
(2003)
Critical Price near Maturity for an American Option on a Dividend-Paying Stock.
Annals of Applied Probability, 13.
pp. 800-815.