Paul V. Johnson 0001 Nicholas J. Sharp Peter W. Duck David P. Newton A Bridge between American and European Options: The "Ameripean" Delayed-Exercise Model. 965-988 2011 2 SIAM J. Financial Math. 1 https://doi.org/10.1137/09077730X db/journals/siamfm/siamfm2.html#JohnsonSDN11