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Paper 1 (preliminary) a) Title Tying Yourself to the ...
https://www.cerf.cam.ac.uk/files/media/outputs.pdf11 Apr 2024: Paper 1 (preliminary). a) Title. Tying Yourself to the Mast: Painful Debt as a Commitment Device in Self-Fulfilling Debt Crises. b) abstract. Movated by the recent looming debt crises in low-, and middle-income countries, this paper invesgates why -
Paper 1 (preliminary) a) Title Tying Yourself to the ...
https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/outputs.pdf11 Apr 2024: Paper 1 (preliminary). a) Title. Tying Yourself to the Mast: Painful Debt as a Commitment Device in Self-Fulfilling Debt Crises. b) abstract. Movated by the recent looming debt crises in low-, and middle-income countries, this paper invesgates why -
MeanRevVec.dvi
https://www.cerf.cam.ac.uk/files/media/meanrevvec.pdf10 Jan 2023: Sturm, J. (1999), ‘Using SEDUMI 1.0x, a MATLAB toolbox for optimization over symmetric cones’,Op-timization Methods and Software 11, 625–653. -
MeanRevVec.dvi
https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/meanrevvec.pdf10 Jan 2023: Sturm, J. (1999), ‘Using SEDUMI 1.0x, a MATLAB toolbox for optimization over symmetric cones’,Op-timization Methods and Software 11, 625–653. -
Nonparametric State-Price Density Estimation using High Frequency…
https://www.cerf.cam.ac.uk/system/files/documents/Nonparametric-State-Price-Density-Dalderop-Updated-2016.pdfP(Nn(t,t ) = 1|FNt ,Fxt ) = λn(t) oP (),. P(Nn(t,t ) > 1|FNt ,Fxt ) = oP (),. for 0, which defines the conditional intensity function λn(t). Note that -
Information Acquisition and Corporate Debt Illiquidity∗ Ilona…
https://www.cerf.cam.ac.uk/system/files/documents/DebtLiquidity_v17.pdfvested call option. Intuitively, because the manager is protected by limited liability, the op-.
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