Radha Panini, Ram P. Srivastav. Pricing perpetual options using Mellin transforms. Appl. Math. Lett., 18(4):471-474, 2005. [doi]
@article{PaniniS05, title = {Pricing perpetual options using Mellin transforms}, author = {Radha Panini and Ram P. Srivastav}, year = {2005}, doi = {10.1016/j.aml.2004.03.012}, url = {http://dx.doi.org/10.1016/j.aml.2004.03.012}, researchr = {https://researchr.org/publication/PaniniS05}, cites = {0}, citedby = {0}, journal = {Appl. Math. Lett.}, volume = {18}, number = {4}, pages = {471-474}, }