A continuous-time analysis of optimal restructuring of contracts with costly information disclosure

DOI10.1007/s10690-011-9144-6zbMath1242.91194OpenAlexW2060439445MaRDI QIDQ436947

Hisashi Nakamura

Publication date: 17 July 2012

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-011-9144-6

zbMATH Keywords

costly information disclosureleverage ratiorestructuring

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)

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