Pages that link to "Item:Q907425"
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The following pages link to Valuation of stock loans using exponential phase-type Lévy models (Q907425):
Displaying 10 items.
- Variational inequalities in stock loan models (Q400032) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- FFT network for interest rate derivatives with Lévy processes (Q1684764) (← links)
- Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← links)
- Valuation of stock loans with jump risk (Q1994400) (← links)
- Valuation of non-recourse stock loan using an integral equation approach (Q2214107) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Valuation of stock loans under a Markov chain model (Q2416529) (← links)
- Regime Classification and Stock Loan Valuation (Q3387947) (← links)
- Stabilization of a stock-loan valuation PDE process using differential flatness theory (Q6570419) (← links)