Evaluation of Perpetual American Put Options with General Payoff
In this paper, we study perpetual American put options with a generalized standard put payoff and establish sufficient conditions for the existence and uniqueness of the solution to the associated pricing problem. As a key tool, we express the Black–Scholes operator in terms of elasticity. This form...
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
MDPI AG
2025-06-01
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| Sarja: | Risks |
| Aiheet: | |
| Linkit: | https://www.mdpi.com/2227-9091/13/6/112 |
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