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A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liu, Liang-Chih; Dai, Tian-Shyr; Chang, Hao-Han; Zhou, Lei - In: Quantitative finance 22 (2022) 11, pp. 2021-2045
Persistent link: https://www.econbiz.de/10013490918
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Constructing optimal portfolio rebalancing strategies with a two-stage multiresolution-grid model
Dai, Tian-Shyr; Chen, Bo-Jen; Sun, You-Jia; Yang, Dong-Yuh - In: Computational economics 64 (2024) 5, pp. 3117-3142
Persistent link: https://www.econbiz.de/10015144113