Stock loan valuation under a stochastic interest rate model (Q2006468)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stock loan valuation under a stochastic interest rate model |
scientific article |
Statements
Stock loan valuation under a stochastic interest rate model (English)
0 references
11 October 2020
0 references
stock loans
0 references
stochastic interest rate
0 references
ADI method
0 references
0 references
0 references