scientific article; zbMATH DE number 7010434

zbMath1424.91162MaRDI QIDQ4614918

Khalid Hilal, K. Mokhlis, A. El Hajaji, Lalla Saadia Chadli

Publication date: 1 February 2019

Full work available at URL: http://www.spm.uem.br/bspm/pdf/vol37-3/2.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

game theoryoption pricingspline collocation methodbankruptcytrigger

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical methods (including Monte Carlo methods) (91G60) Applications of game theory (91A80) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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• The Pricing of Options and Corporate Liabilities
• Information structure and equilibrium asset prices
• A practical guide to splines
• An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information

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