"A closed-form analytic correction to the Black-Scholes-Merton price for ..."

Ji-Hun Yoon, Jeong-Hoon Kim (2013)

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DOI: 10.1016/J.AML.2013.06.012

access: closed

type: Journal Article

metadata version: 2017-05-26

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Ji-Hun Yoon, Jeong-Hoon Kim:
A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. Appl. Math. Lett. 26(12): 1146-1150 (2013)

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