ARNARSON, Teitur; ERIKSSON, Jonatan. On the size of the non-coincidence set of parabolic obstacle problems with applications to American option pricing. Mathematica Scandinavica, Berkeley, CA, United States, v. 101, n. 1, p. 148–160, 2007. DOI: 10.7146/math.scand.a-15036. Disponível em: https://journals.msp.org/mscand/article/view/661. Acesso em: 24 jul. 2026.