Valuation of Stock Loans with Regime Switching
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Publication:3566961
DOI10.1137/070708998zbMath1188.91226MaRDI QIDQ3566961
No author found.
Publication date: 10 June 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/26ee05f24b11d94d1bab09a8e5b2e48f9f94a2a8
60G40: Stopping times; optimal stopping problems; gambling theory
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
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