Pages that link to "Item:Q3566961"
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The following pages link to Valuation of Stock Loans with Regime Switching (Q3566961):
Displayed 13 items.
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Capped stock loans (Q710965) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← links)
- Valuation of stock loan under uncertain environment (Q1800328) (← links)
- Valuation of stock loans with jump risk (Q1994400) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)