Matches in SemOpenAlex for { <https://semopenalex.org/work/W2794244384> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2794244384 endingPage "012045" @default.
- W2794244384 startingPage "012045" @default.
- W2794244384 abstract "Binomial model with regime switching may represents the price of stock loan which follows the stochastic process. Stock loan is one of alternative that appeal investors to get the liquidity without selling the stock. The stock loan mechanism resembles that of American call option when someone can exercise any time during the contract period. From the resembles both of mechanism, determination price of stock loan can be interpreted from the model of American call option. The simulation result shows the behavior of the price of stock loan under a regime-switching with respect to various interest rate and maturity." @default.
- W2794244384 created "2018-03-29" @default.
- W2794244384 creator A5016984724 @default.
- W2794244384 creator A5038432088 @default.
- W2794244384 creator A5091753758 @default.
- W2794244384 date "2018-03-01" @default.
- W2794244384 modified "2023-09-27" @default.
- W2794244384 title "Binomial tree method for pricing a regime-switching volatility stock loans" @default.
- W2794244384 cites W1558904529 @default.
- W2794244384 cites W2006593482 @default.
- W2794244384 cites W2023101351 @default.
- W2794244384 cites W2146612430 @default.
- W2794244384 cites W4210847241 @default.
- W2794244384 doi "https://doi.org/10.1088/1742-6596/974/1/012045" @default.
- W2794244384 hasPublicationYear "2018" @default.
- W2794244384 type Work @default.
- W2794244384 sameAs 2794244384 @default.
- W2794244384 citedByCount "0" @default.
- W2794244384 crossrefType "journal-article" @default.
- W2794244384 hasAuthorship W2794244384A5016984724 @default.
- W2794244384 hasAuthorship W2794244384A5038432088 @default.
- W2794244384 hasAuthorship W2794244384A5091753758 @default.
- W2794244384 hasBestOaLocation W27942443841 @default.
- W2794244384 hasConcept C10138342 @default.
- W2794244384 hasConcept C106159729 @default.
- W2794244384 hasConcept C127413603 @default.
- W2794244384 hasConcept C144133560 @default.
- W2794244384 hasConcept C149782125 @default.
- W2794244384 hasConcept C162324750 @default.
- W2794244384 hasConcept C183582576 @default.
- W2794244384 hasConcept C204036174 @default.
- W2794244384 hasConcept C2777764128 @default.
- W2794244384 hasConcept C556758197 @default.
- W2794244384 hasConcept C78519656 @default.
- W2794244384 hasConcept C91602232 @default.
- W2794244384 hasConceptScore W2794244384C10138342 @default.
- W2794244384 hasConceptScore W2794244384C106159729 @default.
- W2794244384 hasConceptScore W2794244384C127413603 @default.
- W2794244384 hasConceptScore W2794244384C144133560 @default.
- W2794244384 hasConceptScore W2794244384C149782125 @default.
- W2794244384 hasConceptScore W2794244384C162324750 @default.
- W2794244384 hasConceptScore W2794244384C183582576 @default.
- W2794244384 hasConceptScore W2794244384C204036174 @default.
- W2794244384 hasConceptScore W2794244384C2777764128 @default.
- W2794244384 hasConceptScore W2794244384C556758197 @default.
- W2794244384 hasConceptScore W2794244384C78519656 @default.
- W2794244384 hasConceptScore W2794244384C91602232 @default.
- W2794244384 hasLocation W27942443841 @default.
- W2794244384 hasOpenAccess W2794244384 @default.
- W2794244384 hasPrimaryLocation W27942443841 @default.
- W2794244384 hasRelatedWork W1569950097 @default.
- W2794244384 hasRelatedWork W1966402432 @default.
- W2794244384 hasRelatedWork W1988513709 @default.
- W2794244384 hasRelatedWork W2109747684 @default.
- W2794244384 hasRelatedWork W2292853550 @default.
- W2794244384 hasRelatedWork W3041079455 @default.
- W2794244384 hasRelatedWork W3099150769 @default.
- W2794244384 hasRelatedWork W3123599701 @default.
- W2794244384 hasRelatedWork W3125784162 @default.
- W2794244384 hasRelatedWork W4229077827 @default.
- W2794244384 hasVolume "974" @default.
- W2794244384 isParatext "false" @default.
- W2794244384 isRetracted "false" @default.
- W2794244384 magId "2794244384" @default.
- W2794244384 workType "article" @default.