Valuation of stock loan under uncertain mean-reverting stock model

Subjects

Subjects :

Statistics and Probability
0209 industrial biotechnology
Cost price
Pre-money valuation
Stock market bubble
General Engineering
Non-qualified stock option
02 engineering and technology
Restricted stock
Market maker
020901 industrial engineering & automation
Artificial Intelligence
0202 electrical engineering, electronic engineering, information engineering
Economics
Econometrics
020201 artificial intelligence & image processing
Stock (geology)
Valuation (finance)

Details

ISSN :

18758967 and 10641246

Volume :

33

Database :

OpenAIRE

Journal :

Journal of Intelligent & Fuzzy Systems

Accession number :

edsair.doi...........b64ebb81ca5b37edb844b075b3dfd532