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20132022
most citedAnalytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations

1 citations · 3 across the 4 of their papers we have counts for

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q-fin.MF2016

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

Maria do Rosario Grossinho, Yaser Kord Faghan, Daniel Sevcovic

We investigate qualitative and quantitative behavior of a solution of the mathematical model for pricing American style of perpetual put options. We assume the option price is a so…