Pages that link to "Item:Q2006468"
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The following pages link to Stock loan valuation under a stochastic interest rate model (Q2006468):
Displaying 16 items.
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← 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)
- Valuation of stock loan under uncertain stock model with floating interest rate (Q780313) (← links)
- Valuation of stock loans using exponential phase-type Lévy models (Q907425) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- On the term structure of lending interest rates when a fraction of collateral is recovered upon default (Q1880944) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← 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)
- Valuation of non-recourse stock loan using an integral equation approach (Q2214107) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Inference in a Non-Homogeneous Vasicek Type Model (Q4689042) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
- On short-term loan interest rate models: a first passage time approach (Q6156678) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
- Stabilization of a stock-loan valuation PDE process using differential flatness theory (Q6570419) (← links)
