Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stock loan valuation under a regime-switching model with mean-reverting and finite maturity |
scientific article |
Statements
Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (English)
0 references
3 November 2010
0 references
mean reversion
0 references
regime switching
0 references
stock loan
0 references
0 references
0 references
0 references