Valuation of stock loans with jump risk (Q1994400)

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scientific article
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English
Valuation of stock loans with jump risk
scientific article

    Statements

    title
    Valuation of stock loans with jump risk (English)
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    author
    Lihua Sun
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    Ning Cai
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    publication date
    1 November 2018
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    zbMATH Keywords
    stock loans
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    derivatives pricing
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    jump diffusion
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    stopping time
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    Identifiers

    zbMATH DE Number
    6970327
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    OpenAlex ID
    W1987436088
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