SHORT SELLING WITH MARGIN RISK AND RECALL RISK (Q5066301): Difference between revisions

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+Valuation of stock loans with jump risk
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+OPTIMAL TIMING FOR SHORT COVERING OF AN ILLIQUID SECURITY
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+Properties of American option prices
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+Optimal selling of an asset under incomplete information
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+Stock Loans in Incomplete Markets
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+Stock loan with automatic termination clause, cap and margin
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+Capped stock loans
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+A change-of-variable formula with local time on curves
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+Stochastic methods for Dirichlet problems
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+Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty
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+W4205326264
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