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- W3149139660 abstract "股票贷款是在借钱人为贷款在把存货的份额用作并行的借钱人和出借者之间的企业合同。因为担保的价值服从于宽、经常的价格秋千， valuing 如此的一宗交易比一个债估价问题象一个选择定价问题一样更表现。这份报纸将列出，证明，并且为存货的分析公式借出有在各种各样的股票模型下面的有限地平线的估价，包括古典几何 Brownian 运动，吝啬回复、二状态与吝啬回复、几何的 Brownian 运动状态切换政体。数字例子被报导说明结果。" @default.
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- W3149139660 date "2010-01-01" @default.
- W3149139660 modified "2023-09-26" @default.
- W3149139660 title "STOCK LOAN VALUATION UNDER A REGIME-SWITCHING MODEL WITH MEAN-REVERTING AND FINITE MATURITY" @default.
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