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Matlab codes of the paper "Optimal Debt-Maturity Management" by Saki Bigio, Juan Passadore and Galo Nuno

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Optimal_maturity

Matlab codes of the paper "Optimal Debt-Maturity Management" by Saki Bigio, Juan Passadore and Galo Nuno.

Folders. 1) Perfect Foresight. 2) RSS (solved ubnder different methods) 3 Default (RSS with default).

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Matlab codes of the paper "Optimal Debt-Maturity Management" by Saki Bigio, Juan Passadore and Galo Nuno

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