当前位置:
X-MOL 学术
›
Operations Research
›
论文详情
Our official English website, www.x-mol.net, welcomes your
feedback! (Note: you will need to create a separate account there.)
Regime Classification and Stock Loan Valuation
Operations Research ( IF 2.2 ) Pub Date : 2020-07-01 , DOI: 10.1287/opre.2019.1934 Ning Cai 1 , Wei Zhang 1
Operations Research ( IF 2.2 ) Pub Date : 2020-07-01 , DOI: 10.1287/opre.2019.1934 Ning Cai 1 , Wei Zhang 1
Affiliation
For traditional perpetual American put options under regime-switching models with positive risk-free interest rates, optimal stopping usually can occur in any regime. Nonetheless, if the risk-free ...
中文翻译:
政体分类和股票贷款评估
对于具有永久性无风险利率的政权转换模型下的传统永续美式看跌期权,通常在任何一种政权中都可能出现最佳止损。尽管如此,如果无风险...
更新日期:2020-07-01
中文翻译:
政体分类和股票贷款评估
对于具有永久性无风险利率的政权转换模型下的传统永续美式看跌期权,通常在任何一种政权中都可能出现最佳止损。尽管如此,如果无风险...