从永久期权价格恢复时间齐次股票价格过程
Recovering a time-homogeneous stock price process from perpetual option prices
摘要：
当标的股票价格服从时间齐次扩散时，如何确定永久美式期权的价格是众所周知的。在本文中，我们考虑的逆问题，即，给定的价格的永久美式期权的不同罢工，我们展示了如何构建一个时间齐次股票价格模型，重现给定的期权价格。
英文摘要：
It is well known how to determine the price of perpetual American options if the underlying stock price is a time-homogeneous diffusion. In the present paper we consider the inverse problem, that is, given prices of perpetual American options for different strikes, we show how to construct a time-homogeneous stock price model which reproduces the given option prices.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
