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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 960789, 13 pages
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.
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