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Pricing perpetual options using Mellin transforms - MaRDI portal

Pricing perpetual options using Mellin transforms (Q2484640)

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English
Pricing perpetual options using Mellin transforms
scientific article

    Statements

    title
    Pricing perpetual options using Mellin transforms (English)
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    author
    Radha Panini
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    R. P. Srivastav
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    publication date
    1 August 2005
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    zbMATH Keywords
    American put option
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    Perpetual option
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    Free boundary
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    Identifiers

    zbMATH DE Number
    2189628
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    OpenAlex ID
    W2078752624
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