Stock loan valuation under a stochastic interest rate model-Reference-Cited by-同舟云学术

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Stock loan valuation under a stochastic interest rate model

Published:2015-10 Issue:8 Volume:70 Page:1757-1771
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Chen Wenting,Xu Liangbin^ORCID,Zhu Song-Ping

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference25 articles.

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

2. Stock loan with automatic termination clause, cap and margin;Liang;Comput. Math. Appl.,2010

3. Variational inequalities in stock loan models;Liang;Optim. Eng.,2012

4. Optimal redeeming strategy of stock loans with finite maturity;Dai;Math. Finance,2011

5. Semi-analytic valuation of stock loans with finite maturity;Lu;Commun. Nonlinear Sci. Numer. Simul.,2015

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