  In this paper, we present a new method for calculating the limit of early
exercise boundary at expiry. We price American style of general derivative
using a formula expressed as a sum of the value of European style of derivative
and so called American premium. We use the latter expression to calculate an
analytic formula for limit of early exercise boundary at expiry. Method applied
on American style plain vanilla, Asian and lookback options yields identical
results with already known values. Results for selected American style of
derivative strategies are compared with limits calculated by the PSOR method.
