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"Valuation of Stock Loans with Regime Switching."

Qing Zhang, Xun Yu Zhou (2009)

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DOI: 10.1137/070708998

access: closed

type: Journal Article

metadata version: 2020-07-09

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Qing Zhang, Xun Yu Zhou:
Valuation of Stock Loans with Regime Switching. SIAM J. Control. Optim. 48(3): 1229-1250 (2009)

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