Advanced search
Publication Cover
Stochastics
An International Journal of Probability and Stochastic Processes
Volume 94, 2022 - Issue 5
Submit an article Journal homepage
99
Views
1
CrossRef citations to date
0
Altmetric
Research Article

On perpetual American options in a multidimensional Black–Scholes model

Andrzej RozkoszFaculty of Mathematics and Computer Science, Nicolaus Copernicus University, Toruń, PolandCorrespondence[email protected]
View further author information
Pages 723-744 | Received 20 Dec 2018, Accepted 11 Oct 2021, Published online: 02 Nov 2021

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.