Pages that link to "Item:Q439269"
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The following pages link to Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269):
Displaying 15 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)
- 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)
- Valuation of stock loans using exponential phase-type Lévy models (Q907425) (← links)
- Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← 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)
- Valuation of non-recourse stock loan using an integral equation approach (Q2214107) (← links)
- CEV asymptotics of American options (Q2442980) (← links)
- Pricing finite-maturity American capped stock loan (Q5064102) (← links)
- FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
- Stabilization of a stock-loan valuation PDE process using differential flatness theory (Q6570419) (← links)