Theoretical solution versus industry standard: Optimal leverage function for CPDOs (Q845590): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:20, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theoretical solution versus industry standard: Optimal leverage function for CPDOs |
scientific article |
Statements
Theoretical solution versus industry standard: Optimal leverage function for CPDOs (English)
0 references
29 January 2010
0 references
constant proportion debt obligations
0 references
Hamilton-Jacobi-Bellmann equation
0 references
optimal leverage
0 references
