Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697688.2013.816436 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121995397 / rank | |||
Normal rank | |||
Revision as of 02:03, 20 March 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)
0 references
4 March 2014
0 references
continuous-time pricing model
0 references
finite-horizon corporate debt
0 references
Chapter 11 proceedings
0 references
optimal stopping time problem
0 references
partial differential equation models
0 references
numerical results
0 references
