✦ LIBER ✦

Perpetual American options within CTRWs

✍ Scribed by Miquel Montero

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

PERPETUAL CANCELLABLE AMERICAN CALL OPTI

✍ Thomas J. Emmerling 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 195 KB

Perpetual American options with fraction

✍ Elliott, Robert; Chan, Leunglung 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 443 KB

Perpetual American maximum options with

✍ Yongqing Xu; Yandong Wu 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 190 KB

MARTINGALE APPROACH TO PRICING PERPETUAL

✍ Hans U. Gerber; Hlias S. W. Shiu 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 624 KB

Pricing of perpetual American and Bermud

✍ Jianwei Lin; Jin Liang 📂 Article 📅 2007 🏛 Higher Education Press and Springer 🌐 English ⚖ 526 KB

Closed-Form Solutions for Perpetual Amer

✍ Zhang, Q.; Guo, X. 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 254 KB