Valuing corporate securities when the firm's assets are illiquid
Year of publication: |
2024
|
---|---|
Authors: | Ben-Ameur, Hatem ; Fakhfakh, Tarek ; Roch, Alexandre |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 2, p. 579-598
|
Subject: | Corporate securities | Illiquidity costs | Stochastic dynamic programming | Structural model |
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