Optimal redeeming strategy of stock loans with finite maturity (Q3100755)
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scientific article; zbMATH DE number 5975642
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| default for all languages | No label defined |
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| English | Optimal redeeming strategy of stock loans with finite maturity |
scientific article; zbMATH DE number 5975642 |
Statements
OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (English)
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21 November 2011
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stock loans
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finite maturity
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optimal strategy
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optimal stopping
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redeeming strategy
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0.817039966583252
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0.8068125247955322
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0.795826256275177
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0.7922395467758179
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0.79109787940979
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