Assuntos EconômicosBiblioteca Virtual
Public Debt Sustainability (Chan-Lau & Santos)
out 28, 2015, 10:48 AM 0
Public debt sustainability and management in a compound option framework by Jorge A. Chan-Lau and André O. Santos (01/2010). “This paper introduces the Asset and Liability Management (ALM) compound option model. The model builds on the observation that the…