| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10678379 | Applied Mathematics Letters | 2005 | 4 Pages |
Abstract
We have derived the expression for the free boundary and price of an American perpetual put as the limit of a finite-lived option.
Keywords
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Computational Mechanics
Authors
Radha Panini, Ram P. Srivastav,