Regime classification and stock loan valuation (Q3387947)
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scientific article; zbMATH DE number 7291374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regime classification and stock loan valuation |
scientific article; zbMATH DE number 7291374 |
Statements
Regime Classification and Stock Loan Valuation (English)
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8 January 2021
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regime classification
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stock loans
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perpetual American options
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optimal stopping times
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regime-switching exponential Lévy models
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regime-switching phase-type jump diffusion models
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0.8213346600532532
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0.817717969417572
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0.7954694628715515
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0.791990339756012
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0.786068320274353
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