Pages that link to "Item:Q1994400"
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The following pages link to Valuation of stock loans with jump risk (Q1994400):
Displaying 17 items.
- Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
- Valuation of stock loan under uncertain stock model with floating interest rate (Q780313) (← links)
- Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← links)
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Valuation of stock loan under uncertain environment (Q1800328) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- Regime Classification and Stock Loan Valuation (Q3387947) (← links)
- LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
- SHORT SELLING WITH MARGIN RISK AND RECALL RISK (Q5066301) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
