activity
20182024
most citedThe multilayer architecture of the global input-output network and its properties

18 citations · 18 across the 3 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2024

An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans

Minh-Quan Nguyen, Nhat-Tan Le, Khuong Nguyen-An +1

This paper examines the pricing issue of margin-call stock loans with finite maturities under the Black-Scholes-Merton framework. In particular, using a Fourier Sine transform meth…