Pages that link to "Item:Q3566961"
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The following pages link to Valuation of Stock Loans with Regime Switching (Q3566961):
Displaying 7 items.
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)