Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271): Difference between revisions

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Latest revision as of 15:57, 30 December 2024

scientific article; zbMATH DE number 7195327
Language Label Description Also known as
English
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty
scientific article; zbMATH DE number 7195327

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    Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (English)
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    30 April 2020
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    asset pricing
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    stochastic model applications
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    dynamic programming: Bayesian
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    stock loan
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    drift uncertainty
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    optimal stopping
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    bull and bear trends
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    degenerate parabolic variational inequality
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