Asset Selling Under Debt Obligations

DOI10.1287/opre.2019.1961zbMath1484.91442OpenAlexW3162328898MaRDI QIDQ5031626

Owen Q. Wu, Hyun-Soo Ahn, Derek D. Wang

Publication date: 16 February 2022

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2019.1961

zbMATH Keywords

energydynamic programmingstochastic modelsnatural resourcesstochastic model applicationslimited liabilitycapacity constraintcapital assetsasset sellingbankruptcy cost

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

Cites Work

• Unnamed Item
• Parameter estimation and bias correction for diffusion processes
• Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option
• Valuation of Commodity-Based Swing Options
• Dynamic Mechanism Design for Online Commerce
• Risk in Revenue Management and Dynamic Pricing
• The Secretary Problem and Its Extensions: A Review
• Optimal Strategies for Selling an Asset
• Optimal Sequential Assignments with Random Arrival Times
• A Stochastic Sequential Allocation Model
• A Bayesian Approach to a Generalized House Selling Problem
• Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
• Financing the Newsvendor: Supplier vs. Bank, and the Structure of Optimal Trade Credit Contracts
• Optimal Sequential Investment Decisions Under Conditions of Uncertainty
• Patient Choice in Kidney Allocation: A Sequential Stochastic Assignment Model
• Minimax Policies for Selling an Asset and Dollar Averaging
• A Sequential Stochastic Assignment Problem
• The analytics of search with posted prices
• Buying and selling an asset over the finite time horizon: a non-parametric approach

This page was built for publication: Asset Selling Under Debt Obligations