Pan African University, Institute of Basic Science, Technology and Innovation, JKUAT, Nairobi, Kenya
Departement de Mathematiques de la Decision, Universite Cheikh Anta Diop, Dakar-Fann, Senegal
School of Mathematics, University of Nairobi, Nairobi, Kenya
Copyright © 2016 Ronald Katende, Diaraf Seck, Philip Ngare et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Katende, R. , Seck, D. and Ngare, P. (2016) On the Location of a Free Boundary for American Options.
Journal of Mathematical Finance,
6, 930-943. doi:
10.4236/jmf.2016.65062.