Game Options approach in bankruptcy triggering asset value
In this paper, we develop a new numerical method, game theory and option pricing to compute a bankruptcy triggering asset value. we will draw our attention to determining a the numerical asset value, or price of a share, at which a bankruptcy is triggered. This paper develops and analyze a cubic spl...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Matemática
2019-07-01
|
| Series: | Boletim da Sociedade Paranaense de Matemática |
| Subjects: | |
| Online Access: | http://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/34489 |