A New Approach for Numerical Identification of Optimal Exercise Curve. - Chung-Ki Cho; Sunbu Kang; Taekkeun Kim; YongHoon Kwon (ICCSA (3), 2004)

Parameter estimation approach to the free boundary for the pricing of an american call option. - Chung-Ki Cho; Sunbu Kang; Taekkeun Kim; YongHoon Kwon (Comput. Math. Appl., 2006)