Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653): Difference between revisions
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| Property / cites work: OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS / rank | |||
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| Property / cites work: CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK / rank | |||
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| Property / cites work: Optimal multiple stopping models of reload options and shout options / rank | |||
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| Property / cites work: Intensity-based framework and penalty formulation of optimal stopping problems / rank | |||
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| Property / cites work: Options with Multiple Reset Rights / rank | |||
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Latest revision as of 10:48, 7 July 2024
scientific article; zbMATH DE number 6265438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing corporate debt with finite maturity and chapter 11 proceedings |
scientific article; zbMATH DE number 6265438 |
Statements
Pricing corporate debt with finite maturity and chapter 11 proceedings (English)
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4 March 2014
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continuous-time pricing model
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finite-horizon corporate debt
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Chapter 11 proceedings
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optimal stopping time problem
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partial differential equation models
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numerical results
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