Valuation of Stock Loans Under a Markov Chain Model

PRAGER David,ZHANG Qing

Journal of Systems Science & Complexity ›› 2016, Vol. 29 ›› Issue (1) : 171-186.

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Journal of Systems Science & Complexity ›› 2016, Vol. 29 ›› Issue (1) : 171-186. DOI: 10.1007/s11424-015-3257-3

Valuation of Stock Loans Under a Markov Chain Model

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