Reference

Jean-Paul Décamps, and Stéphane Villeneuve, “Rethinking Dynamic Capital Structure Models with Roll-Over Debt”, IDEI Working Paper, n. 528, November 2009, revised November 2011.

JEL codes

  • C61: Optimization Techniques • Programming Models • Dynamic Analysis
  • G33: Bankruptcy • Liquidation

Research partnership

Scor Chair (centre sustainable)

Replaced by

Jean-Paul Décamps, and Stéphane Villeneuve, “Rethinking Dynamic Capital Structure Models with Roll-Over Debt”, Mathematical Finance, vol. 24, n. 1, January 2014, pp. 66–96.