Stock loan valuation under a regime-switching model with mean-reverting and finite maturity
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Publication:601072
DOI10.1007/S11424-010-0146-7zbMATH Open1198.91212OpenAlexW2003410988MaRDI QIDQ601072FDOQ601072
Authors: David Prager, Q. Zhang 
Publication date: 3 November 2010
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-010-0146-7
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