Pricing perpetual options using Mellin transforms (Q2484640)
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scientific article; zbMATH DE number 2189628
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing perpetual options using Mellin transforms |
scientific article; zbMATH DE number 2189628 |
Statements
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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