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A stochastic model of optimal debt management and bankruptcy
Alberto Bressan
, Antonio Marigonda
, Khai T. Nguyen
, Michele Palladino
Mathematics
Center for Interdisciplinary Mathematics
Center for Computational Mathematics and Applications (CCMA)
Research output
:
Contribution to journal
›
Article
›
peer-review
5
Scopus citations
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Keyphrases
Stochastic Model
100%
Borrower
100%
Bankruptcy
100%
Lenders
50%
Optimal Feedback
25%
Infinite Time Horizon
25%
Interest Rates
25%
Risk-neutral
25%
Nonoperative
25%
Feedback Strategies
25%
Annual Income
25%
Stochastic Processes
25%
Expected Total Cost
25%
Debt-to-income Ratio
25%
Stochastic Framework
25%
Mathematics
Stochastics
100%
Stochastic Model
100%
Stochastic Process
100%
Total Cost
100%
Economics, Econometrics and Finance
Debt Management
100%
Bankruptcy
100%
Interest Rate
33%