Valuation of Stock Loans with Regime Switching (Q3566961)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Stock Loans with Regime Switching |
scientific article |
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Valuation of Stock Loans with Regime Switching (English)
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10 June 2010
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stock loan
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regime switching
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variational inequalities
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optimal stopping
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smooth fit
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