Stock loan with automatic termination clause, cap and margin (Q630714): Difference between revisions

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Revision as of 01:49, 5 March 2024

scientific article
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Stock loan with automatic termination clause, cap and margin
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    Stock loan with automatic termination clause, cap and margin (English)
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    19 March 2011
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    stock loan model
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    automatic termination clause
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    optimal stopping problem
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    perpetual american option
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    Black-Scholes model
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