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Optimal monetary policy for commercial banks involving lending rate settings and default rates
Casellina, Simone; Uberti, Mariacristina - In: Nonlinear dynamics in economics, finance and social …, (pp. 371-384). 2010
Persistent link: https://www.econbiz.de/10003944055
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Optimal timing in banks' write-off decisions under the possible implementation of a subsidy scheme : a real options approach
Baba, Naohiko - In: Monetary and economic studies 19 (2001) 3, pp. 113-141
Persistent link: https://www.econbiz.de/10001628694
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Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino; Figueroa-López, José E. - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
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Optimal credit investment with borrowing costs
Bo, Lijun; Capponi, Agostino - In: Mathematics of operations research 42 (2017) 2, pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
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Two problems in financial engineering
Chen, Nan - 2006
Persistent link: https://www.econbiz.de/10003965291
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Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline; Jiao, Ying - In: Finance and stochastics 19 (2015) 1, pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
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A model of credit risk, optimal policies, and asset prices
Başak, Suleyman; Shapiro, Alex - In: The journal of business : B 78 (2005) 4, pp. 1215-1266
Persistent link: https://www.econbiz.de/10003172608
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A model of credit risk, optimal policies and asset prices
Başak, Suleyman (contributor); Shapiro, Alex (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700402
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A model of credit risk, optimal policies, and asset prices
Başak, Suleyman; Shapiro, Alex - 2000
Persistent link: https://www.econbiz.de/10001539732