The following pages link to STOCK LOANS (Q5422635):
Displayed 31 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)
- 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)
- Capped stock loans (Q710965) (← links)
- 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)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Valuation of stock loan under uncertain environment (Q1800328) (← links)
- Valuation of stock loans with jump risk (Q1994400) (← links)
- Stock loan valuation under a stochastic interest rate model (Q2006468) (← 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)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Black economic empowerment regulation and risk incentives (Q2152315) (← links)
- Semi-analytic valuation of stock loans with finite maturity (Q2198436) (← links)
- Valuation of non-recourse stock loan using an integral equation approach (Q2214107) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Valuation of stock loans under a Markov chain model (Q2416529) (← links)
- CEV asymptotics of American options (Q2442980) (← 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)
- Stock Loans in Incomplete Markets (Q3176522) (← links)
- Regime Classification and Stock Loan Valuation (Q3387947) (← links)
- Optimal Stopping and Reselling of European Options (Q4562221) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
- The generalized perpetual American exchange-option problem (Q5387083) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)