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Pricing American Options without Expiry Date
Options without Expiry Date This paper discusses the martingale approach for pricing American-type options ... include the perpetual American put option and the perpetual maximum option in one stock case. The word “perpetual” ...- Authors: Carisa K W Yu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets