{"title":"转化为非线性平稳Black-Scholes方程的美式永久看跌期权的解析和数值结果","authors":"M. Grossinho, Yaser Faghan Kord, D. Ševčovič","doi":"10.1007/978-3-319-61282-9_8","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":197400,"journal":{"name":"arXiv: Computational Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations\",\"authors\":\"M. Grossinho, Yaser Faghan Kord, D. Ševčovič\",\"doi\":\"10.1007/978-3-319-61282-9_8\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":197400,\"journal\":{\"name\":\"arXiv: Computational Finance\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-07-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: Computational Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/978-3-319-61282-9_8\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Computational Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-319-61282-9_8","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}