Pricing finite maturity American style stock loans

Pricing finite maturity American style stock loans

Master's

Saved in:
Bibliographic Details
Main Author: ZHANG HUIFENG
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Stock loan, negative interest rate, American path dependent, optimal exercise boundary, modified binomial tree, continuous/discrete dividend
Online Access:http://scholarbank.nus.edu.sg/handle/10635/15523
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-15523
record_format dspace
spelling sg-nus-scholar.10635-155232015-01-16T23:56:12Z Pricing finite maturity American style stock loans ZHANG HUIFENG MATHEMATICS DAI MIN Stock loan, negative interest rate, American path dependent, optimal exercise boundary, modified binomial tree, continuous/discrete dividend Master's MASTER OF SCIENCE 2010-04-08T10:54:29Z 2010-04-08T10:54:29Z 2006-10-25 Thesis ZHANG HUIFENG (2006-10-25). Pricing finite maturity American style stock loans. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15523 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Stock loan, negative interest rate, American path dependent, optimal exercise boundary, modified binomial tree, continuous/discrete dividend
spellingShingle Stock loan, negative interest rate, American path dependent, optimal exercise boundary, modified binomial tree, continuous/discrete dividend
ZHANG HUIFENG
Pricing finite maturity American style stock loans
description Master's
author2 MATHEMATICS
author_facet MATHEMATICS
ZHANG HUIFENG
format Theses and Dissertations
author ZHANG HUIFENG
author_sort ZHANG HUIFENG
title Pricing finite maturity American style stock loans
title_short Pricing finite maturity American style stock loans
title_full Pricing finite maturity American style stock loans
title_fullStr Pricing finite maturity American style stock loans
title_full_unstemmed Pricing finite maturity American style stock loans
title_sort pricing finite maturity american style stock loans
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/15523
_version_ 1681079208921530368

Similar Items