@article{10_4064_am_26_1_93_105, author = {Marek Koci\'nski}, title = {Optimality of the replicating strategy for {American} options}, journal = {Applicationes Mathematicae}, pages = {93--105}, publisher = {mathdoc}, volume = {26}, number = {1}, year = {1999}, doi = {10.4064/am-26-1-93-105}, zbl = {1050.91514}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.4064/am-26-1-93-105/} }