A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options |
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A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (English)
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31 March 2015
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perpetual American option
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stochastic elasticity of variance
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multiscale analysis
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