Valuation of stock loans using exponential phase-type Lévy models (Q907425)
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scientific article; zbMATH DE number 6535258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of stock loans using exponential phase-type Lévy models |
scientific article; zbMATH DE number 6535258 |
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Valuation of stock loans using exponential phase-type Lévy models (English)
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25 January 2016
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stock loans
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phase-type Lévy models
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optimal stopping
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