Capped stock loans-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Capped stock loans

Published:2010-06 Issue:11 Volume:59 Page:3548-3558
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Liu Guangying,Xu Yongqing

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation

Reference7 articles.

1. Stock loans;Xia;Math. Finance,2007

2. E. Ekström, H. Wanntorp, Margin call stock loans, Unpublished Results, 2008.

3. Valuation of stock loans with regime switching;Zhang;SIAM J. Control Optim.,2009

4. American capped call options on dividend paying assets;Broadie;Rev. Financial Stud.,1995

5. Brownian Motion and Stochastic Calculus;Karatzas,1991

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asymptotic analysis for stock loans near maturity;Filomat;2023

2. SHORT SELLING WITH MARGIN RISK AND RECALL RISK;International Journal of Theoretical and Applied Finance;2022-02-28

3. Short Selling with Margin Risk and Recall Risk;SSRN Electronic Journal;2022

4. Valuation of non-recourse stock loan using an integral equation approach;Journal of Integral Equations and Applications;2020-06-01

5. Stabilization of a stock‐loan valuation PDE process using differential flatness theory;Asian Journal of Control;2019-08-05

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP