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"Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty."

Zuo Quan Xu, Fahuai Yi (2020)

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DOI: 10.1287/MOOR.2019.0995

access: closed

type: Journal Article

metadata version: 2020-03-19

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Zuo Quan Xu, Fahuai Yi:
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. Math. Oper. Res. 45(1): 384-401 (2020)

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