Finite maturity American-style stock loans with regime-switching volatility (Q5158751)
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scientific article; zbMATH DE number 7413998
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| English | Finite maturity American-style stock loans with regime-switching volatility |
scientific article; zbMATH DE number 7413998 |
Statements
FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (English)
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26 October 2021
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stock loans
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regime-switching
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PDE approach
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semi-analytic method
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volatility
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0.8750308156013489
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0.8310978412628174
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0.8213346600532532
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0.8190528154373169
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0.8180173635482788
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