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An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Nguyen, Minh-Quan, Le, Nhat-Tan, Nguyen-An, Khuong, Luu, Duc-Thi
Format:	Preprint
Publié:	2024
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
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