Optimal investment with counterparty risk : a default-density model approach
Year of publication: |
2011
|
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Authors: | Jiao, Ying ; Pham, Huyen |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 4, p. 725-753
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection |
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