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"Stock loan valuation under a stochastic interest rate model."

Wen-Ting Chen, Liangbin Xu, Song-Ping Zhu (2015)

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DOI: 10.1016/J.CAMWA.2015.07.019

access: open

type: Journal Article

metadata version: 2021-02-11

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  dblp key:
  - journals/cma/ChenXZ15a
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  - https://dblp.org/rec/journals/cma/ChenXZ15a
Wen-Ting Chen, Liangbin Xu, Song-Ping Zhu:
Stock loan valuation under a stochastic interest rate model. Comput. Math. Appl. 70(8): 1757-1771 (2015)

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