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

DOI10.1016/S0377-2217(01)00098-4MaRDI QIDQ5953337zbMATH OpenFDO

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)

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)

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Cites work

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• Entropy-convergence in Stieltjes and Hamburger moment problem
• Legal loan and usury loan: Remarks to a proposed mathematical approach
• On models of default risk.
• Restyling of fees in consumers credit and their optimization
• Stochastic differential equations. An introduction with applications.

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

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