Pricing corporate debt with finite maturity and chapter 11 proceedings
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Publication:5400653
DOI10.1080/14697688.2013.816436zbMath1282.91368OpenAlexW3121995397MaRDI QIDQ5400653
Jianwei Lin, Min Dai, Li-Shang Jiang
Publication date: 4 March 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2013.816436
numerical resultsoptimal stopping time problempartial differential equation modelsChapter 11 proceedingscontinuous-time pricing modelfinite-horizon corporate debt
Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50)
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