Variational inequalities in stock loan models (Q400032): Difference between revisions

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+Q3150773
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+The Valuation of American Options on Multiple Assets
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+OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY
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+On the optimal stopping problem for one-dimensional diffusions.
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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+Stock loan with automatic termination clause, cap and margin
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Q4368791
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+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
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+STOCK LOANS
@@ Property / cites work: STOCK LOANS / rank @@
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+Valuation of Stock Loans with Regime Switching
@@ Property / cites work: Valuation of Stock Loans with Regime Switching / rank @@
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+Capped stock loans
@@ Property / cites work: Capped stock loans / rank @@
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