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Theoretical solution versus industry standard: Optimal leverage function for CPDOs - MaRDI portal

Theoretical solution versus industry standard: Optimal leverage function for CPDOs (Q845590)

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scientific article; zbMATH DE number 5664400
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Theoretical solution versus industry standard: Optimal leverage function for CPDOs
scientific article; zbMATH DE number 5664400

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    Theoretical solution versus industry standard: Optimal leverage function for CPDOs (English)
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    29 January 2010
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    constant proportion debt obligations
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    Hamilton-Jacobi-Bellmann equation
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    optimal leverage
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