The pricing of stock loan with periodic dividends under uncertain environment
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    Abstract:

    In this paper,we investigate the pricing problem of stock loan with periodic dividends in the framework of uncertainty theory. Based on the stock model with periodic dividends,the uncertain differential equation governing the value of stock loan is derived. Therefore,the formulas of price of stock loan can be obtained to provide support to decision-making for investors with large equity positions. In order to validate the effectiveness of the proposed method,the experimental datasets extracted from stock market are used as the testing target. The experimental results show that the stockholders should borrow through the stock market.

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ZHANG Xuchang, WANG Xiaosheng. The pricing of stock loan with periodic dividends under uncertain environment[J].,2018,35(3):110-112

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History
  • Received:May 16,2018
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  • Online: October 13,2018
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