Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653): Difference between revisions

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Property / author: Li-Shang Jiang / rank
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Property / author: Li-Shang Jiang / rank
 
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Property / full work available at URL: https://doi.org/10.1080/14697688.2013.816436 / rank
 
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Property / OpenAlex ID: W3121995397 / rank
 
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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: 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 09:48, 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

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    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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