OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY

Author:

Dai Min,Xu Zuo Quan

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Reference34 articles.

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3. Battauz , A. M. De Donno A. Sbuelz 2009 Universita Bocconi

4. Estimates on the Support of Solutions of Parabolic Variational Inequalities;Brezis;Illinois J. Math.,1976

5. The Valuation of American Options on Multiple Assets;Broadie;Math. Finance,1997

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