ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927)

From MaRDI portal
scientific article
Language Label Description Also known as
English
ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS
scientific article

    Statements

    ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (English)
    0 references
    0 references
    0 references
    23 January 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    secured loans
    0 references
    stochastic control
    0 references
    finite difference method
    0 references
    viscosity solutions
    0 references