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ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS - MaRDI portal

ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927)

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ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS
scientific article

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    title
    ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (English)
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    author
    Fabian Astic
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    Agnès Tourin
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    publication date
    23 January 2015
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    Mathematics Subject Classification ID
    91G40
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    93E20
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    91G60
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    zbMATH DE Number
    6390083
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    zbMATH Keywords
    secured loans
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    stochastic control
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    finite difference method
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    viscosity solutions
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    OpenAlex ID
    W3122515649
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