Funder
Natural Sciences and Engineering Research Council of Canada
Publisher
Springer Science and Business Media LLC
Reference53 articles.
1. Altieri, A., & Vargiolu, T. (2001). Optimal default boundary in discrete time models. Rendiconti per gli Studi Economici Quantitativi, 2(1), 1–20.
2. Andersen, L., & Broadie, M. (2004). Primal-dual simulation algorithm for pricing multidimensional American options. Management Science, 50(9), 1222–1234.
3. Anderson, R., & Sundaresan, S. (1996). Design and valuation of debt contracts. Review of Financial Studies, 9(1), 37–68.
4. Ayadi, M. A., Ben-Ameur, H., & Fakhfakh, T. (2016). A dynamic program for valuing corporate securities. European Journal of Operational Research, 249(2), 751–770.
5. Bakshi, G., Crosby, J., Gao, X., & Hansen, J. W. (2023). Treasury option returns and models with unspanned risks. Journal of Financial Economics, 150(3), 103736.