Debt-equity swap with finite time horizon -- variational inequality approach
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Publication:2338745
DOI10.1016/j.jmaa.2013.12.067zbMath1319.49013MaRDI QIDQ2338745
Xiaoru Han, Jian-Bo Zhang, Fa-huai Yi
Publication date: 27 March 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.12.067
variational inequality; free boundary problem; mathematical finance; finite time horizon; debt-equity swap
49J40: Variational inequalities
91G80: Financial applications of other theories
35R35: Free boundary problems for PDEs
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Cites Work
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