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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 960789, 13 pages
http://dx.doi.org/10.1155/2013/960789
Research Article

Valuation of the Prepayment Option of a Perpetual Corporate Loan

1BNP Paribas CIB Resource Portfolio Management and CEREMADE, Université Paris Dauphine, 75016 Paris, France
2CEREMADE, Université Paris Dauphine, 75016 Paris, France

Received 13 December 2012; Accepted 2 February 2013

Academic Editor: Dragoş-Pătru Covei

Copyright © 2013 Timothee Papin and Gabriel Turinici. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Timothee Papin and Gabriel Turinici, “Valuation of the Prepayment Option of a Perpetual Corporate Loan,” Abstract and Applied Analysis, vol. 2013, Article ID 960789, 13 pages, 2013. doi:10.1155/2013/960789