Default Risk, Asset Pricing, and Debt Control

DOI10.1093/JJFINEC/NBI006zbMath1418.91586OpenAlexW1975148104MaRDI QIDQ5226707

Willi Semmler, Lars Grüne

Publication date: 1 August 2019

Published in: Journal of Financial Econometrics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e43f73f2e4b240eac13c2d027e47982896a2a625

zbMATH Keywords

dynamic programmingbond pricingdefault riskdebt controlasset value

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)

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