Stock loan with automatic termination clause, cap and margin (Q630714): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:18, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock loan with automatic termination clause, cap and margin |
scientific article |
Statements
Stock loan with automatic termination clause, cap and margin (English)
0 references
19 March 2011
0 references
stock loan model
0 references
automatic termination clause
0 references
optimal stopping problem
0 references
perpetual american option
0 references
Black-Scholes model
0 references
