Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function |
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Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (English)
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3 December 2018
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option pricing
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nonlinear Black-Scholes equation
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perpetual American put option
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early exercise boundary
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