Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269)
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scientific article; zbMATH DE number 6062822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility asymptotics of stock loans: valuation and optimal stopping |
scientific article; zbMATH DE number 6062822 |
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Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (English)
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1 August 2012
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optimal stopping
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stock loans
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stochastic volatility asymptotics
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