Title of article
Pricing perpetual options using Mellin transforms Original Research Article
Author/Authors
Radha Panini، نويسنده , , Ram P. Srivastav، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
4
From page
471
To page
474
Abstract
We have derived the expression for the free boundary and price of an American perpetual put as the limit of a finite-lived option.
Keywords
American put option , Perpetual option , Free boundary
Journal title
Applied Mathematics Letters
Serial Year
2005
Journal title
Applied Mathematics Letters
Record number
897937
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