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Stock loan with automatic termination clause, cap and margin · Study

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ArticleStock loan with automatic termination clause, cap and margin

Zongxia Liang2010

OA

Articlebronze2010

Stock loan with automatic termination clause, cap and margin

Zongxia Liang · Wei Wu · Shuqing Jiang

19 citations·0/0 files stored·Computers & Mathematics with Applications

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Stochastic processes and financial applications Financial Analysis and Corporate Governance Capital Investment and Risk Analysis

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References

2007Brownian Motion and Stochastic Calculus 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1991Brownian motion and stochastic calculus 1998Methods of Mathematical Finance 1996Handbook of Brownian Motion — Facts and Formulae 1998Methods of Mathematical Finance 2005Applied Stochastic Control of Jump Diffusions

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Year2010

Typearticle

Published2010-10-31

VenueComputers & Mathematics with Applications

ISSN-L0898-1221

Languageen

Citations19

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.camwa.2010.10.021

openalex_workW2122809697

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