Numerical Analysis of Strategic Contingent Claims Models

Computational Economics

Volumn 11, Issue 1-2, 1997, Pages 3-19

  Anderson, Ronald W ^a   Tu, Cheng ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Contingent claims analysis; Finite difference methods; Risky debt

Indexed keywords

EID: 2342560052     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1008626831304     Document Type: Article

References (17)

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