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

AuthID
P-00N-7GF

Author(s)

Grossinho, MD

Faghan, YK

Sevcovic, D

Tipo de Documento

Article

Year published

2017

Publicado

in ASIA-PACIFIC FINANCIAL MARKETS, ISSN: 1387-2834

Volume: 24, Número: 4, Páginas: 291-308 (18)

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Publication Identifiers

DOI: 10.1007/s10690-017-9234-1

SCOPUS: 2-s2.0-85033385651

Wos: WOS:000416870100003

Source Identifiers

ISSN: 1387-2834

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

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