Pricing formulas for perpetual American options with general payoffs (Q5065585)
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scientific article; zbMATH DE number 7495788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing formulas for perpetual American options with general payoffs |
scientific article; zbMATH DE number 7495788 |
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Pricing formulas for perpetual American options with general payoffs (English)
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22 March 2022
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perpetual American option
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Black-Scholes theory
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free boundary problem
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optimal exercise boundary
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Mellin transform
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