Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q126794630, #quickstatements; #temporary_batch_1722463431396 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1287/moor.2019.0995 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1287/MOOR.2019.0995 / rank | |||
Normal rank | |||
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 |
Statements
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (English)
0 references
30 April 2020
0 references
asset pricing
0 references
stochastic model applications
0 references
dynamic programming: Bayesian
0 references
stock loan
0 references
drift uncertainty
0 references
optimal stopping
0 references
bull and bear trends
0 references
degenerate parabolic variational inequality
0 references
