Endogenizing exogenous default barrier models : the MM algorithm
Santiago Forte; Lidija Lovreta
| Year of publication: |
2012
|
|---|---|
| Authors: | Forte, Santiago ; Lovreta, Lidija |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 6, p. 1639-1652
|
| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009616446