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  ______     ___     ______    __   __   _____    
 /_   _//   / _ \\  |      \\  \ \\/ // |  __ \\  
 `-| |,-   / //\ \\ |  --  //   \ ` //  | |  \ || 
   | ||   |  ___  |||  --  \\    | ||   | |__/ || 
   |_||   |_||  |_|||______//    |_||   |_____//  
   `-`'   `-`   `-` `------`     `-`'    -----`

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Text this: PERPETUAL AMERICAN OPTION PRICING UNDER SINGLE REGIME CHANGE