Pricing perpetual timer options under Heston Model by finite difference method: Theory and implementation
In this paper a finite difference method (FDM) is provided for pricing perpetual timer options under the Heston volatility model.Considering Zanussi ZCI66050XA Free Standing A/A Electric Cooker with Induction Hob 60cm the degeneracy of the pricing equation, we first prove the existence and uniqueness of the solution of the pricing problem with a ne