Stock loan valuation based on the finite moment log-stable process (Q1732317)
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scientific article; zbMATH DE number 7040997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock loan valuation based on the finite moment log-stable process |
scientific article; zbMATH DE number 7040997 |
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Stock loan valuation based on the finite moment log-stable process (English)
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25 March 2019
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stock loan
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free boundary
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penalty term
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FMLS
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fractional partial differential equation
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