Pricing perpetual options using Mellin transforms

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},
}