One American athlete says the terrorism threat in Sochi isn't stopping her.

"I'm watching the news and I'm reading about it and unfortunately it's just something you have to deal with and keep plugging along," said Jessica Jerome with the U.S. women's ski jumping team.

Jerome says she told her family not to wear anything obviously American.  Russian and American security forces have been working together to make sure the Olympic athletes are safe. However a suspected female suicide bomber hasn't been located.

Russian authorities fear she may have infiltrated Olympic City.