A two-factor structural model for valuing corporate securities (Q6594918)
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scientific article; zbMATH DE number 7903266
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A two-factor structural model for valuing corporate securities |
scientific article; zbMATH DE number 7903266 |
Statements
A two-factor structural model for valuing corporate securities (English)
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29 August 2024
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structural model
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stochastic interest rate
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dynamic programming
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finite elements
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parallel computing
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0.766363263130188
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0.7405974268913269
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0.7365573048591614
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0.7091387510299683
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0.7006750702857971
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