Pages that link to "Item:Q1732317"
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The following pages link to Stock loan valuation based on the finite moment log-stable process (Q1732317):
Displaying 4 items.
- Pricing of margin call stock loan based on the FMLS (Q779532) (← 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)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Stabilization of a stock-loan valuation PDE process using differential flatness theory (Q6570419) (← links)