KMS Of Academy of mathematics and systems sciences, CAS
| Stock loans | |
Xia, Jianming ; Zhou, Xun Yu
| |
| 2007-04-01 | |
| 发表期刊 | MATHEMATICAL FINANCE
 |
| ISSN | 0960-1627 |
| 卷号 | 17期号:2页码:307-317 |
| 摘要 | This paper introduces a mathematical model for a currently popular financial product called a stock loan. Quantitative analysis is carried out to establish explicitly the value of such a loan, as well as the ranges of fair values of the loan size and interest, and the fee for providing such a service. |
| 关键词 | stock loan Black-Scholes model call option stopping time |
| 语种 | 英语 |
| WOS研究方向 | Business & Economics ; Mathematics ; Mathematical Methods In Social Sciences |
| WOS类目 | Business, Finance ; Economics ; Mathematics, Interdisciplinary Applications ; Social Sciences, Mathematical Methods |
| WOS记录号 | WOS:000245316400008 |
| 出版者 | BLACKWELL PUBLISHING |
| 引用统计 | |
| 文献类型 | 期刊论文 |
| 条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/4035 |
| 专题 | 应用数学研究所 |
| 通讯作者 | Xia, Jianming |
| 作者单位 | 1.Chinese Acad Sci, Ctr Financial Engn & Risk Management, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xia, Jianming,Zhou, Xun Yu. Stock loans[J]. MATHEMATICAL FINANCE,2007,17(2):307-317. |
| APA | Xia, Jianming,&Zhou, Xun Yu.(2007).Stock loans.MATHEMATICAL FINANCE,17(2),307-317. |
| MLA | Xia, Jianming,et al."Stock loans".MATHEMATICAL FINANCE 17.2(2007):307-317. |
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