Results 141 to 150 of about 2,638 (214)

Financial inclusion helps rural households address climate risk. [PDF]

open access: yesSci Rep, 2023
Chhatre A   +3 more
europepmc   +1 more source

Long Time Behavior of Optimal Liquidation Problems

open access: yes
In this paper, we study the long time behavior of an optimal liquidation problem with semimartingale strategies and external flows. To investigate the limit rigorously, we study the convergence of three BSDEs characterizing the value function and the ...
Xia, Xiaonyu   +2 more
core  

Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation

open access: yes
This paper proposes a new pricing model for corporate securities issued by a levered firm with the possibility of debt renegotiation. We take the structural approach that the firm's earnings follow a geometric Brownian motion with stochastic collaterals.
Goto, Makoto   +2 more
core  

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