  In the accompanied paper [14], a delayed nonlinear model for pricing
corporate liabilities was developed. Using self-financed strategy and
duplication we were able to derive two Random Partial Differential Equations
(RPDEs) describing the evolution of debt and equity values of the corporate in
the last delay period interval. In this paper, we provide numerical techniques
to solve our delayed nonlinear model along with the corresponding RPDEs
modeling the debt and equity values of the corporate. Using financial data from
some firms, we compare numerical solutions from both our nonlinear model and
classical Merton model [7] to the real corporate data. From this comparison, it
comes up that in corporate finance the past dependence of the firm value
process may be an important feature and therefore should not be ignored.
