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Parallel numerical simulation of strategic bankruptcy
Yu Cai
,
Howard Qi
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Keyphrases
Interest Rates
100%
Economic Environment
100%
Power Required
100%
Stochastic Processes
100%
Risk Premium
100%
Financial Economics
100%
Business Operations
100%
Numerical Simulation
100%
Convergence Rate
100%
Computational Power
100%
Mathematical Framework
100%
Bankruptcy
100%
Parallel Simulation
100%
Block Allocation
100%
Strategic Default
100%
Bankruptcy Models
100%
Closed-form Analytical Solution
100%
Allocation Algorithm
100%
Defaultable Bond
100%
Dynamic Blockage
100%
Quasi-Monte Carlo Simulation
100%
Computer Science
Numerical Simulation
100%
Business Operation
50%
Monte Carlo Simulation
50%
Analytical Form
50%
Speed Convergence
50%
Economics, Econometrics and Finance
Bankruptcy
100%
Monte Carlo Simulation
50%
Financial Economics
50%
Risk Premium
50%
Taxation
50%
Mathematics
Numerical Simulation
100%
Monte Carlo
50%
Closed Form
50%
Stochastic Process
50%
Speed Convergence
50%