Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653)
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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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