Valuation of stock loans under a Markov chain model (Q2416529)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of stock loans under a Markov chain model |
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Valuation of stock loans under a Markov chain model (English)
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23 May 2019
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closed-form solution
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Markov chain model
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stock loan
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