A valuation model for firms with stochastic earnings

DOI10.1080/1350486032000148311zbMath1073.91049OpenAlexW2079275829MaRDI QIDQ4811560

Steven Li

Publication date: 6 September 2004

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486032000148311

zbMATH Keywords

debt valuation

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Related Items (3)

Finite project life and uncertainty effects on investment ⋮ Volatile earnings growth, the price of earnings and the Value premium ⋮ Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs

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