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
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
Journal title :
Applied Mathematics Letters
