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Pricing the American Options: A Closed-Form, Simple Formula

Moawia Alghalith
SSRN Electronic Journal (2019)
DOI: 10.2139/ssrn.3397938
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On a Free Boundary Problem for American Options Under the Generalized Black–Scholes Model

Jung-Kyung Lee
Mathematics 8 (9) 1563 (2020)
DOI: 10.3390/math8091563
See this article