A two-factor structural model for valuing corporate securities
Malek Ben-Abdellatif, Hatem Ben-Ameur, Rim Chérif, Bruno Rémillard
| Year of publication: |
2024
|
|---|---|
| Authors: | Ben-Abdellatif, Malek ; Ben-Ameur, Hatem ; Chérif, Rim ; Rémillard, Bruno |
| Published in: |
Review of derivatives research. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-7144, ZDB-ID 2004343-0. - Vol. 27.2024, 2, p. 203-225
|
| Subject: | Dynamic programming | Finite elements | Parallel computing | Stochastic interest rate | Structural model | Optionspreistheorie | Option pricing theory | Dynamische Optimierung | Zinsstruktur | Yield curve | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-024-09203-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015133915