Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011561238
Persistent link: https://www.econbiz.de/10012014706
This paper presents an analysis of the seeds of the recent debt crisis that occurred in the Eurozone area using a variant of Fleming and Stein model [2004. “Stochastic Optimal Control, International Finance and Debt.” Journal of Banking and Finance, 28: 979–996]. This model has two risk...
Persistent link: https://www.econbiz.de/10012855888
Persistent link: https://www.econbiz.de/10011283926