Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function

AuthID
 P-00N-7GF
3
Author(s)
Faghan, YK
·
Sevcovic, D
Document Type
Article
Year published
2017
Published
in ASIA-PACIFIC FINANCIAL MARKETS, ISSN: 1387-2834
Volume: 24, Issue: 4, Pages: 291-308 (18)
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Wos®
Scopus®
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Publication Identifiers
Scopus: 2-s2.0-85033385651
Wos: WOS:000416870100003
Source Identifiers
ISSN: 1387-2834
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