Perpetual Options - Maple Application Center
Application Center Applications Perpetual Options

Perpetual Options

: Igor Hlivka
Engineering software solutions from Maplesoft
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Standard financial options are always expressed in terms of pre-determined maturity. Option's contract life can be as short as few days and can run up to several years. On the other hand, perpetual options, as the name suggests, have no fixed maturity and no exercise limits. This makes perpetual options an interesting class of non-standard financial contracts that is worth examining from both theoretical and practical perspectives.

Application Details

Publish Date: September 23, 2008
Created In: Maple 12
Language: English



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