Reference
Adrien Blanchet, “On the regularity of the free boundary in the parabolic obstacle problem. Application to American options”, Nonlinear Analysis: Theory, Methods & Applications, vol. 65, n. 7, 2006, pp. 1362–1378.
See also
Published in
Nonlinear Analysis: Theory, Methods & Applications, vol. 65, n. 7, 2006, pp. 1362–1378