Stock loan valuation under a regime-switching model with mean-reverting and finite maturity

Verfasser / Beitragende:
[David Prager, Qing Zhang]
Ort, Verlag, Jahr:
2010
Enthalten in:
Journal of Systems Science and Complexity, 23/3(2010-06-01), 572-583
Format:
Artikel (online)
ID: 445137142