Stock loan with automatic termination clause, cap and margin (Q630714)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock loan with automatic termination clause, cap and margin |
scientific article |
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Stock loan with automatic termination clause, cap and margin (English)
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19 March 2011
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stock loan model
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automatic termination clause
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optimal stopping problem
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perpetual american option
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Black-Scholes model
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0.83055055
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0.73718274
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0.7248983
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0.72289616
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0.71761066
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