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}, }