Stock loan valuation based on the finite moment log-stable process
type: Item
instance of: scholarly article
title: Stock loan valuation based on the finite moment log-stable process
zbMATH Open document ID: 1409.91275
author: Congyin Fan
author: Kaili Xiang
author: S. Chen
publication date: 2019-03-25T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 35R11
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7040997
zbMATH Keywords: stock loan
zbMATH Keywords: free boundary
zbMATH Keywords: penalty term
zbMATH Keywords: FMLS
zbMATH Keywords: fractional partial differential equation
MaRDI profile type: Publication
full work available at URL: j.camwa.2017.09.015
OpenAlex ID: W2759991543
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DOI: 10.1016/J.CAMWA.2017.09.015
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7040997