arXiv 2017-07-02 EN Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations Grossinho, Maria do Rosario · Kord, Yaser Faghan · Sevcovic, Daniel
arXiv 2016-11-03 EN Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function Grossinho, Maria do Rosario · Faghan, Yaser Kord · Sevcovic, Daniel