Valuation of Stock Loans with Regime Switching (Q3566961)

From MaRDI portal
Revision as of 11:50, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Valuation of Stock Loans with Regime Switching
scientific article

    Statements

    title
    Valuation of Stock Loans with Regime Switching (English)
    0 references
    publication date
    10 June 2010
    0 references
    zbMATH Keywords
    stock loan
    0 references
    regime switching
    0 references
    variational inequalities
    0 references
    optimal stopping
    0 references
    smooth fit
    0 references

    Identifiers

    DOI
    10.1137/070708998
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60G40
    0 references
    91G80
    0 references
    zbMATH DE Number
    5719698
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3566961&oldid=27887619"
    Powered by MediaWiki