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中文摘要：
在Black-Scholes理论框架下,用偏微分方程（PDE）方法,给出了永久百慕大期权作为一个周期解定价的闭合表达式,以及在规定实施日最佳实施边界点所满足的非线性方程.
英文摘要：
Based on the partial differential equation（PDE） method, a closed form solution of the perpetual Bermudan option considered as a solution of a periodic of Black-Scholes option is given in the theoretical frame of Black-Scholes. Moreover, a nonlinear equation satisfied by the optimal exercise boundary of the perpetual Bermudan option is obtained.
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