A note on the pricing of the perpetual American capped power put option
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KeywordsThe perpetual American capped power put option; geometric Brownian motion; free-boundary;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-10 (All new papers)
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