Before revision: In this paper we study the optimal stopping problem of pricing an American Put option on a Zero Coupon Bond (ZCB) in the  Heath-Jarrow-Morton (HJM) framework for the forward interest rate.
After revision: In this paper we study the optimal stopping problem of pricing an American Put option on a Zero Coupon Bond (ZCB) in the Musiela's parametrization of the Heath-Jarrow-Morton (HJM) framework for the forward interest rate.