# American Institute of Mathematical Sciences

September  2012, 17(6): 1751-1759. doi: 10.3934/dcdsb.2012.17.1751

## Regularity of the free boundary for the American put option

 1 Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260 2 Department of Mathematics and Statistics, McMaster University, Hamilton, ON L8S 4K1, Canada

Received  September 2011 Revised  November 2011 Published  May 2012

We show the free boundary of the American put option with dividend payment is $C^{\infty}$.
Citation: Xinfu Chen, Huibin Cheng. Regularity of the free boundary for the American put option. Discrete & Continuous Dynamical Systems - B, 2012, 17 (6) : 1751-1759. doi: 10.3934/dcdsb.2012.17.1751
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