Optimal redeeming strategy of stock loans with finite maturity
10.1111/j.1467-9965.2010.00449.x
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/103876 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-103876 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-1038762024-11-14T16:47:58Z Optimal redeeming strategy of stock loans with finite maturity Dai, M. Xu, Z.Q. MATHEMATICS Finite maturity Optimal stopping Optimal strategy Stock loans 10.1111/j.1467-9965.2010.00449.x Mathematical Finance 21 4 775-793 2014-10-28T02:42:36Z 2014-10-28T02:42:36Z 2011-10 Article Dai, M., Xu, Z.Q. (2011-10). Optimal redeeming strategy of stock loans with finite maturity. Mathematical Finance 21 (4) : 775-793. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9965.2010.00449.x 09601627 http://scholarbank.nus.edu.sg/handle/10635/103876 000294074000009 Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| topic |
Finite maturity Optimal stopping Optimal strategy Stock loans |
| spellingShingle |
Finite maturity Optimal stopping Optimal strategy Stock loans Dai, M. Xu, Z.Q. Optimal redeeming strategy of stock loans with finite maturity |
| description |
10.1111/j.1467-9965.2010.00449.x |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Dai, M. Xu, Z.Q. |
| format |
Article |
| author |
Dai, M. Xu, Z.Q. |
| author_sort |
Dai, M. |
| title |
Optimal redeeming strategy of stock loans with finite maturity |
| title_short |
Optimal redeeming strategy of stock loans with finite maturity |
| title_full |
Optimal redeeming strategy of stock loans with finite maturity |
| title_fullStr |
Optimal redeeming strategy of stock loans with finite maturity |
| title_full_unstemmed |
Optimal redeeming strategy of stock loans with finite maturity |
| title_sort |
optimal redeeming strategy of stock loans with finite maturity |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/103876 |
| _version_ |
1821223027488063488 |