Pricing perpetual options using Mellin transforms (Q2484640): Difference between revisions
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Revision as of 23:47, 19 March 2024
scientific article
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English | Pricing perpetual options using Mellin transforms |
scientific article |
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Pricing perpetual options using Mellin transforms (English)
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1 August 2005
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American put option
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Perpetual option
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Free boundary
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