Publications des institutions partenaires
A Comparison of US, UK, and German Insolvency Codes
This paper describes three insolvency codes, those of the United Kingdom (UK), Germany, and the United States (US) and compares their efficiency against a number of benchmarks. These codes have been chosen because they cover a broad spectrum of debtor- and creditor-oriented insolvency procedures. The paper also compares the plans of distressed firms' reorganizations both within…
Institution partenaire
English / 01/01/1996
A Calderon-Zygmund extension theorem for abstract Sobolev spaces
Institution partenaire
English / 01/01/1995
Analytical solutions for the pricing of american bond and yield options
In this paper we use the Cox, Ingersoll, and Ross (1985b) single-factor, term structure model and extend it to the pricing of American default-free bond puts. We provide a quasi-analytical formula for these option prices based on recently established mathematical results for Bessel bridges, coupled with the optimal stopping time method. We extend our results to another interest rate…
Institution partenaire
English / 01/01/1993
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
The exponential of a scalar diffusion is considered. Point estimates of the diffusion coefficient can be obtained by considering proportional increments of different powers of the exponential. an investigation of the minimum variance estimator gives unique optimal power.
Institution partenaire
English / 01/01/1993
A crisis management decision support system to reduce ingestion dose
Environmental accidents such as extensive radioactive or chemical contamination can have more serious consequences for a population than any other kind of accidents known before. Owing to the serious consequences and the high number of people who may be affected, the selection of the best countermeasures to ameliorate the imminent impact is very difficult and the political…
Institution partenaire
English / 01/01/1993
The uniqueness value and its consequences for organization studies
Institution partenaire
English / 01/01/1993
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