Stock loan valuation under a stochastic interest rate model (Q2006468)
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scientific article; zbMATH DE number 7258647
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| English | Stock loan valuation under a stochastic interest rate model |
scientific article; zbMATH DE number 7258647 |
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Stock loan valuation under a stochastic interest rate model (English)
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11 October 2020
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stock loans
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stochastic interest rate
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ADI method
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0.8392228484153748
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0.8259373903274536
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0.8191763758659363
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0.8151030540466309
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