Browsing Bachelor Thesis - Mathematics by Author "Hoang, Truong Vinh"
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Pricing American perpetual put option using ordinary differential equation approach
Hoang, Truong Vinh (International University - HCMC, 2019)This Thesis aims to re-derive formula to pricing the American Perpetual put option under the Black-Scholes framework. We rst derive the formula using the ordinary di erential equation approach. After archived the close ...