1、题目:Perpetual call options with non-tradability
作者 Ashay Kadam 1 *, Peter Lakner 2, Anand Srinivasan
来源 Optimal Control Applications and Methods
Volume 26 Issue 3, Pages 107 - 127
Published Online: 9 Feb 2005
http://www3.interscience.wiley.com/journal/109882900/abstract
2、题目 Valuing Finite-Lived Options as Perpetual
作者: Peter Carr
来源:http://www.inomics.com/cgi/repec?handle=RePEc:wpa:wuwpfi:9607002
3、题目:MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
作者:Hans U. Gerber 1 1 Hlias S. W. Shiu
来源: Mathematical Finance Volume 6 Issue 3, Pages 303 - 322Published Online: 6 Dec 2006
http://www3.interscience.wiley.com/journal/119221519/abstract?CRETRY=1&SRETRY=0[此贴子已经被作者于2008-11-15 12:26:16编辑过]