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]

@article{PierreVW17,
  title = {Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities},
  author = {Erwan Pierre and Stéphane Villeneuve and Xavier Warin},
  year = {2017},
  doi = {10.1137/16M1068323},
  url = {https://doi.org/10.1137/16M1068323},
  researchr = {https://researchr.org/publication/PierreVW17},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Financial Math.},
  volume = {8},
  number = {1},
  pages = {54-81},
}