Pricing finite-maturity American capped stock loan (Q5064102)
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scientific article; zbMATH DE number 7494801
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing finite-maturity American capped stock loan |
scientific article; zbMATH DE number 7494801 |
Statements
Pricing finite-maturity American capped stock loan (English)
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21 March 2022
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capped stock loan
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stochastic interest rate
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zero-coupon bond
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integral equation
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optimal exercise boundary
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0.9027786254882812
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0.8349047899246216
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0.8215844035148621
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0.8205580711364746
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0.8194870948791504
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