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"Valuation of stock loans using exponential phase-type Lévy models."

Tat Wing Wong, Hoi Ying Wong (2013)

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DOI: 10.1016/J.AMC.2013.07.049

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/WongW13
Tat Wing Wong, Hoi Ying Wong:
Valuation of stock loans using exponential phase-type Lévy models. Appl. Math. Comput. 222: 275-289 (2013)

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