Theoretical solution versus industry standard: Optimal leverage function for CPDOs (Q845590)
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scientific article; zbMATH DE number 5664400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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