Yoshitaka Sakagami
We give an explicit solution to the perpetual American capped power put option pricing problem in the BlackScholes-Merton Model. The approach is mainly based on free-boundary formulation and verification. For completeness we also give an explicit solution to the perpetual American standard power (_ 1) option pricing problem.
Partagez cet article
English 
Spanish 
Chinese 
Russian 
German 
Japanese 
Portuguese 
Hindi 