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The Liquidity Regimes and the Prepayment Option of a Corporate Loan in the Finite Horizon Case

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  • Timothee Papin

    (BNP Paribas CIB Resource Portfolio Management and CEREMADE, Université Paris Dauphine, France)

  • Gabriel Turinici

    (CEREMADE, Université Paris, Dauphine and Institut Universitaire de France, Institut Universitaire de France, France)

Abstract

No abstract received.

Suggested Citation

  • Timothee Papin & Gabriel Turinici, 2015. "The Liquidity Regimes and the Prepayment Option of a Corporate Loan in the Finite Horizon Case," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 19-33.
    • Handle: RePEc:wsi:gcrxxx:v:05:y:2015:i:01:n:s2010493615500026
    DOI: 10.1142/S2010493615500026
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    References listed on IDEAS

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    1. James D. Hamilton, 2005. "What's real about the business cycle?," Review, Federal Reserve Bank of St. Louis, vol. 87(Jul), pages 435-452.
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