Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities

Erwan Pierre, Stéphane Villeneuve, Xavier Warin. Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities. SIAM J. Financial Math., 8(1):54-81, 2017. [doi]

Authors

Erwan Pierre

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Stéphane Villeneuve

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Xavier Warin

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