Login / Signup
A Stochastic Model of Optimal Debt Management and Bankruptcy.
Alberto Bressan
Antonio Marigonda
Khai Tien Nguyen
Michele Palladino
Published in:
SIAM J. Financial Math. (2017)
Keyphrases
</>
stochastic model
stochastic process
stochastic models
information systems
management system
credit risk
dynamic programming
information management
decision making
optimal solution
worst case
short term
asymptotically optimal
evaluation method
market demand