Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269)
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scientific article; zbMATH DE number 6062822
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic volatility asymptotics of stock loans: valuation and optimal stopping |
scientific article; zbMATH DE number 6062822 |
Statements
Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (English)
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1 August 2012
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optimal stopping
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stock loans
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stochastic volatility asymptotics
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0.8656445145606995
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0.8392228484153748
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0.8378722667694092
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0.8247777223587036
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0.8215844035148621
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