Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072)
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scientific article; zbMATH DE number 5809972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock loan valuation under a regime-switching model with mean-reverting and finite maturity |
scientific article; zbMATH DE number 5809972 |
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Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (English)
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3 November 2010
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mean reversion
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regime switching
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stock loan
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