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- W1677139424 abstract "We give an explicit solution to the perpetual American capped power put option pricing problem in the Black-Scholes-Merton Model. The approach is mainly based on free-boundary formulation and verification. For completeness we also give an explicit solution to the perpetual American standard power (≥1) option pricing problem." @default.
- W1677139424 created "2016-06-24" @default.
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- W1677139424 date "2012-03-29" @default.
- W1677139424 modified "2023-09-23" @default.
- W1677139424 title "A note on the pricing of the perpetual American capped power put option" @default.
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