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Stock loans in incomplete markets
Stock loans indifference pricing illiquid assets incomplete markets
2010/10/22
A stock loan is a contract whereby a stockholder uses shares as collateral to borrow money from a bank or financial institution. In Xia and Zhou (2007), this contract is modeled as a perpetual Americ...
Variational inequality method in stock loans
Capped stock loan variational inequalitymethod
2010/10/20
In this paper we first introduce two new financial products: stock loan and capped stock loan. Then we develop a pure variational inequality method to establish explicitly the values of these stock l...
A stock loan is a loan, secured by a stock, which gives the borrower the right to redeem
the stock at any time before or on the loan maturity. The way of dividends distribution has a
significant eff...