A dynamic program for valuing corporate securities
Year of publication: |
2016
|
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Authors: | Ayadi, Mohamed ; Ben-Ameur, Hatem ; Fakhfakh, Tarek |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 249.2016, 2 (1.3.), p. 751-770
|
Subject: | Option theory | Structural models | Corporate securities | Corporate bonds | Dynamic programming | Unternehmensanleihe | Corporate bond | Optionspreistheorie | Option pricing theory | Dynamische Optimierung | Kapitalstruktur | Capital structure | Betriebliche Liquidität | Corporate liquidity |
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