Valuation of stock loans with jump risk
Year of publication: |
2014
|
---|---|
Authors: | Cai, Ning ; Sun, Lihua |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 40.2014, C, p. 213-241
|
Publisher: |
Elsevier |
Subject: | Stock loans | Derivatives pricing | Jump diffusion | Stopping time |
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