David Prager

Publication Activity (10 Years)

Years Active: 2010-2016
Publications (10 Years): 1

Top Topics

Transition Matrix

Statistical Model

Top Venues

J. Syst. Sci. Complex.

Publications

David Prager, Qing Zhang
Valuation of stock loans under a Markov chain model. J. Syst. Sci. Complex. 29 (1) (2016)
David Prager, Qing Zhang
Stock loan valuation under a regime-switching model with mean-reverting and finite maturity. J. Syst. Sci. Complex. 23 (3) (2010)