ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS
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Publication:2939927
DOI10.1142/S0219024914500551zbMath1304.91230MaRDI QIDQ2939927
Publication date: 23 January 2015
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024914500551
91G60: Numerical methods (including Monte Carlo methods)
93E20: Optimal stochastic control
91G40: Credit risk
Uses Software
Cites Work
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