Pages that link to "Item:Q2211349"
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The following pages link to The Leland-Toft optimal capital structure model under Poisson observations (Q2211349):
Displaying 10 items.
- Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
- On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)
- Lévy bandits under Poissonian decision times (Q6630464) (← links)
- Corporate debt value under transition scenario uncertainty (Q6667575) (← links)
