Semi-analytic valuation of stock loans with finite maturity (Q2198436)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Semi-analytic valuation of stock loans with finite maturity |
scientific article |
Statements
Semi-analytic valuation of stock loans with finite maturity (English)
0 references
10 September 2020
0 references
American call
0 references
finite maturity stock loan
0 references
Laplace transform
0 references
semi-analytic method
0 references
0 references
0 references
0 references