Stock loan valuation under a stochastic interest rate model
type: Item
instance of: scholarly article
title: Stock loan valuation under a stochastic interest rate model
zbMATH Open document ID: 1443.91307
author: Liangbin Xu
author: Wen-Ting Chen
author: Song-Ping Zhu
publication date: 2020-10-11T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7258647
zbMATH Keywords: stock loans
zbMATH Keywords: stochastic interest rate
zbMATH Keywords: ADI method
MaRDI profile type: Publication
full work available at URL: j.camwa.2015.07.019
OpenAlex ID: W2195108025
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DOI: 10.1016/J.CAMWA.2015.07.019
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7258647