Success or failure of a firm under different financing policies: A dynamic stochastic model

DOI10.1016/S0377-2217(01)00098-4zbMATH Open1008.91045MaRDI QIDQ5953337FDOQ5953337

Authors: Michele D. Cifarelli, Donato Masciandaro, Lorenzo Peccati, Sandro Salsa, Aldo Tagliani 

Publication date: 23 January 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

Recommendations

• Financing policies via stochastic control: a dynamic programming approach
• A valuation model for firms with stochastic earnings
• The perspective of a bank in granting credits: an optimization model
• A stochastic delay model for pricing debt and loan guarantees: theoretical results
• Optimal Financing of a Corporation Subject To Random Returns

zbMATH Keywords

Laplace transformsstochastic growth modelsfinancing and ruin of a firmmoments of solutionnumerical treatment of PDEsODEs of hypergeometric type

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic models in economics (91B70)

Cites Work

• On models of default risk.
• Title not available (Why is that?)
• Stochastic differential equations. An introduction with applications.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Entropy-convergence in Stieltjes and Hamburger moment problem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Restyling of fees in consumers credit and their optimization
• Legal loan and usury loan: Remarks to a proposed mathematical approach

Cited In (6)

• On valuing and hedging European options when volatility is estimated directly
• On finite-time ruin probabilities in a generalized dual risk model with dependence
• Financing policies via stochastic control: a dynamic programming approach
• The perspective of a bank in granting credits: an optimization model
• Loans, ordering and shortage costs in start-ups: a dynamic stochastic decision approach
• A dual-interval vertex analysis method and its application to environmental decision making under uncertainty

This page was built for publication: Success or failure of a firm under different financing policies: A dynamic stochastic model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5953337)