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Publications by Khai T. Nguyen

A Stochastic Model of Optimal Debt Management and Bankruptcy

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2017English

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Optimal Debt Design and the Role of Bankruptcy

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On the Optimal Management of Public Debt: A Singular Stochastic Control Problem

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Notes on Optimal Debt Management

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Optimal Open-Loop Strategies in a Debt Management Problem

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Stochastic Bankruptcy Games

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Optimal Fiscal and Monetary Policy, Debt Crisis, and Management

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Determination of Optimal Public Debt Ceiling for Kenya Using Stochastic Control

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Personal Bankruptcy Law, Debt Portfolios, and Entrepreneurship

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Optimal Harvest of a Stochastic Predator-Prey Model

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