Regime Classification and Stock Loan Valuation (Q3387947)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime Classification and Stock Loan Valuation |
scientific article |
Statements
Regime Classification and Stock Loan Valuation (English)
0 references
8 January 2021
0 references
regime classification
0 references
stock loans
0 references
perpetual American options
0 references
optimal stopping times
0 references
regime-switching exponential Lévy models
0 references
regime-switching phase-type jump diffusion models
0 references
0 references
0 references
0 references
