Information-Based Pricing in Specialized Lending

Published: 26 June 2025| Version 1 | DOI: 10.17632/cwy7z3zxzz.1
Contributors:
,
, Jing Huang,

Description

Replication code with pseudo-data for "Information-Based Pricing in Specialized Lending" by Kristian Blickle, Zhiguo He, Jing Huang, and Cecilia Parlatore. The data used in the paper is not publicly available. The code is provided with randomly generated data with the same structure as the original.

Files

Steps to reproduce

Read README file. Run the do file.

Categories

Banking

Licence