Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072)
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scientific article; zbMATH DE number 5809972
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| English | Stock loan valuation under a regime-switching model with mean-reverting and finite maturity |
scientific article; zbMATH DE number 5809972 |
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Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (English)
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3 November 2010
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mean reversion
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regime switching
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stock loan
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0.8710273504257202
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0.8310978412628174
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0.8241669535636902
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0.8207117915153503
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0.8191763758659363
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