%0 Journal Article
%T Some Properties for the American Option-Pricing Model
%A Hong-Ming Yin
%J Journal of Mathematical Finance
%P 243-250
%@ 2162-2442
%D 2012
%I Scientific Research Publishing
%R 10.4236/jmf.2012.23027
%X In this paper we study global properties of the optimal excising boundary for the American option-pricing model. It is shown that a global comparison principle with respect to time-dependent volatility holds. Moreover, we proved a global regularity for the free boundary.
%K American Option Model
%K Regularity of Free Boundary
%K Comparison Principle
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=22130