University Park
Nottingham, NG7 2RD
United Kingdom
University of Nottingham
Nottingham University Business School
Machine learning; Finance applications; Asian options; Model-free asset pricing; Financial technology.
Portfolio choice, State-dependent drift, Transaction costs, Numerical methods, Dynamic programming
Asymmetric information, loan guarantees, real investment, Bayesian learning, signaling game
Guarantee level, Investment and financing, Real options, Double exponential jump-diffusion process
Partial information, Hedging, Real options, Precautionary savings, Information value, Non-linear PDEs
Borrowing Constraints, Equity-for-Guarantee Swap, Capital Structure, Cash-out Option
Covid-19 Pandemic; Government-backed Loan Schemes; Information Asymmetry; Loan Default; SMEs; Top Management Team (TMT)