Optimal strategies in a risky debt context

DOI10.1080/17442500902917433zbMath1184.91206OpenAlexW2016786214MaRDI QIDQ3396068

Diana Dorobantu, Maria Elvira Mancino, Monique Pontier

Publication date: 16 September 2009

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500902917433

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stopping in statistics (62L15) Credit risk (91G40)

Related Items (3)

An optimal stopping problem with a reward constraint ⋮ Switching tax structure and payouts in endogenous bankruptcy models ⋮ Solution examples of an impulse control problem

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