A dynamic program under Lévy processes for valuing corporate securities
Hatem Ben-Ameur, Rim Chérif and Bruno N. Rémillard
| Year of publication: |
2023
|
|---|---|
| Authors: | Ben-Ameur, Hatem ; Chérif, Rim ; Rémillard, Bruno N. |
| Subject: | structural models | corporate securities | default spread | stochastic dynamic programming | Lévy processes | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487107