Valuation of stock loans using exponential phase-type Lévy models (Q907425)
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scientific article; zbMATH DE number 6535258
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| English | Valuation of stock loans using exponential phase-type Lévy models |
scientific article; zbMATH DE number 6535258 |
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Valuation of stock loans using exponential phase-type Lévy models (English)
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25 January 2016
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stock loans
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phase-type Lévy models
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optimal stopping
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0.8656445145606995
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0.8564208745956421
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0.8382430076599121
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0.8191702365875244
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0.8135892152786255
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