Alberto Bressan, Antonio Marigonda, Khai T. Nguyen, Michele Palladino. A Stochastic Model of Optimal Debt Management and Bankruptcy. SIAM J. Financial Math., 8(1):841-873, 2017. [doi]
@article{BressanMNP17,
title = {A Stochastic Model of Optimal Debt Management and Bankruptcy},
author = {Alberto Bressan and Antonio Marigonda and Khai T. Nguyen and Michele Palladino},
year = {2017},
doi = {10.1137/16M1095019},
url = {https://doi.org/10.1137/16M1095019},
researchr = {https://researchr.org/publication/BressanMNP17},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {8},
number = {1},
pages = {841-873},
}