FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751)
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scientific article; zbMATH DE number 7413998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY |
scientific article; zbMATH DE number 7413998 |
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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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