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Perpetual American Options with Asset-Dependent Discounting

Crossref DOI link: https://doi.org/10.1007/s00245-023-10084-4

Published Online: 2023-12-18

Published Print: 2024-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Al-Hadad, Jonas

Palmowski, Zbigniew https://orcid.org/0000-0001-9257-1115
Funding

Funding for this research was provided by:

Narodowe Centrum Nauki (2018/29/B/ST1/00756)
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Text and Data Mining valid from 2023-12-18

Version of Record valid from 2023-12-18
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Article History

Accepted: 13 November 2023

First Online: 18 December 2023