Numerical Analysis of Strategic Contingent Claims Models

• 1 January 1997
• journal article
• Published by Springer Nature in Computational Economics
• Vol. 11  (1/2) , 3-19
• https://doi.org/10.1023/a:1008626831304

Abstract

Keywords

• CONTINGENT CLAIMS ANALYSIS
• FINITE DIFFERENCE METHODS
• RISKY DEBT

All Related Versions

• Version 1, RePEc (Unconfirmed version)