On the credit risk of secured loans with maximum loan-to-value covenants
Year of publication: |
2014
|
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Authors: | Astic, Fabian ; Tourin, Agnès |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 8, p. 1-19
|
Subject: | Secured loans | stochastic control | finite difference method | viscosity solutions | Kreditrisiko | Credit risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Kreditsicherung | Collateral | Kredit | Credit |
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