The perspective of a bank in granting credits: an optimization model

DOI10.1007/s11590-011-0310-6zbMath1254.90134OpenAlexW1988711255MaRDI QIDQ1758026

Anna Grazia Quaranta, Roy Cerqueti

Publication date: 7 November 2012

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://openresearch.lsbu.ac.uk/download/cb628c9d5e9fc33c189e126b5312ad7f857ec41218cb31eb9ee763e27f0365d7/201136/Submitted_R4.pdf

zbMATH Keywords

optimal control problemstochastic modelfirms' external financing

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (3)

An optimal time-management policy for labor supply and consumption decisions ⋮ Financing policies via stochastic control: a dynamic programming approach ⋮ Forecasting macroeconomic fundamentals in economic crises

Cites Work

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• MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
• Optimal Financing of a Corporation Subject To Random Returns
• Benchmarking state-of-the-art classification algorithms for credit scoring
• Uncertainty, Investment, and Industry Evolution
• Success or failure of a firm under different financing policies: A dynamic stochastic model

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