Optimization on loan-to-value ratios of exporting offshore/in-transit inventory financing with geometric Brownian motion process price

WANG Zicheng, YANG Hualong, ZHOU Yong

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (10) : 2571-2581.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (10) : 2571-2581. DOI: 10.12011/1000-6788(2017)10-2571-11

Optimization on loan-to-value ratios of exporting offshore/in-transit inventory financing with geometric Brownian motion process price

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(10): 2571-2581 https://doi.org/10.12011/1000-6788(2017)10-2571-11

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