A note on the pricing of the perpetual American capped power put option
Year of publication: |
2012-03-29
|
---|---|
Authors: | Sakagami, Yoshitaka |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | The perpetual American capped power put option | geometric Brownian motion | free-boundary |
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