Regime Classification and Stock Loan Valuation

• Ning Cai

  Corresponding Author

  Ning Cai

  https://orcid.org/0000-0002-3235-3340

  Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Kowloon, Hong Kong SAR, People's Republic of China

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• Wei Zhang

  Wei Zhang

  Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Kowloon, Hong Kong SAR, People's Republic of China

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