Area Estimation between the Early Exercise Boundaries for the American Put Option with Different Local Volatilities. - Naveed Ahmad; Muhammad Shoaib Saleem; Nasir Rehman; Sultan Hussain; Malkhaz Shashiashvili (SIAM J. Control. Optim., 2013)

Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions. - Sultan Hussain; Hifsa Arif; Muhammad Noorullah; Athanasios A. Pantelous (Appl. Math. Comput., 2023)