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 - 322

Published 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]