@Article{JPDE-16-1,
author = {},
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/2003-JPDE-5403},
url = {https://global-sci.com/article/88570/a-note-on-the-valuation-of-american-option}
}