STOCK LOAN VALUATION UNDER A REGIME-SWITCHING MODEL WITHMEAN-REVERTING AND FINITE MATURITY

David PRAGER; Qing ZHANG

Journal of Systems Science & Complexity ›› 2010, Vol. 23 ›› Issue (3) : 572-583.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2010, Vol. 23 ›› Issue (3) : 572-583. DOI: 10.1007/s11424-010-0146-7
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STOCK LOAN VALUATION UNDER A REGIME-SWITCHING MODEL WITHMEAN-REVERTING AND FINITE MATURITY

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2010, 23(3): 572-583 https://doi.org/10.1007/s11424-010-0146-7

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