Creditworthiness and thresholds in a credit market model with multiple equilibria
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Publication:1779003
DOI10.1007/s00199-003-0442-8zbMath1107.91361OpenAlexW1985676663MaRDI QIDQ1779003
Lars Grüne, Willi Semmler, Malte Sieveking
Publication date: 20 June 2005
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://epub.uni-bayreuth.de/5526/1/gruene_et_al_econ_theory_2005.pdf
multiple equilibriaasset pricingdefault riskcreditworthinessimperfect capital marketsdynamic programming.
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Economic growth models (91B62)
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