Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q432391 |
||
Property / author | |||
Property / author: Li-Shang Jiang / rank | |||
Revision as of 01:18, 15 February 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