Valuation of Stock Loans with Regime Switching.

Qing Zhang Xun Yu Zhou

Published in: SIAM J. Control. Optim. (2009)

Keyphrases

stock market
stock trading
stock price
stock data
real option
portfolio optimization
credit scoring
logistic regression
convertible bonds
database
financial data
trading systems
probability distribution
evolutionary algorithm
case study
machine learning
databases
data sets