Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271)
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scientific article; zbMATH DE number 7195327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty |
scientific article; zbMATH DE number 7195327 |
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Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (English)
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30 April 2020
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asset pricing
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stochastic model applications
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dynamic programming: Bayesian
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stock loan
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drift uncertainty
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optimal stopping
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bull and bear trends
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degenerate parabolic variational inequality
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