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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 81, 2009 - Issue 3-4: Stochastic Analysis
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Original Articles

Optimal strategies in a risky debt context

Diana Dorobantu Institut de Science Financiere et d'Assurances, University of Lyon, University Lyon 1, Lyon, FranceCorrespondence[email protected]
,
Maria Elvira Mancino Department of Mathematics for Decisions, University of Firenze, Firenze, ItalyView further author information
&
Monique Pontier Institut de Math de Toulouse (IMT), University of Toulouse, Toulouse, FranceView further author information
Pages 269-277 | Received 05 May 2008, Accepted 02 Jul 2008, Published online: 23 Jul 2009

Citations (6)

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Read on this site (1)

Flavia Barsotti, Maria Elvira Mancino & Monique Pontier. (2016) Switching tax structure and payouts in endogenous bankruptcy models. Stochastics 88:2, pages 163-190.
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Articles from other publishers (5)

Krzysztof Szajowski. 2018. Frontiers of Dynamic Games. Frontiers of Dynamic Games 269 282 .
Rim Amami & Monique Pontier. (2014) Solution examples of an impulse control problem. Journal of Computational and Applied Mathematics 259, pages 695-710.
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Flavia Barsotti, Maria Elvira Mancino & Monique Pontier. (2012) The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model. Economic Notes 41:3, pages 115-144.
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Jérôme Detemple, Weidong Tian & Jie Xiong. (2012) An optimal stopping problem with a reward constraint. Finance and Stochastics 16:3, pages 423-448.
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Flavia Barsotti, Maria Elvira Mancino & Monique Pontier. 2012. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Mathematical and Statistical Methods for Actuarial Sciences and Finance 19 26 .

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