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D'Souza, Dylan; Amir-Atefi, Keyvan; Racheva-Jotova, Borjana - In: Credit risk : measurement, evaluation and management ; …, (pp. 49-84). 2003

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Sandmann, Klaus - 2010 - 3., vollst. überarb. und erw. Aufl.

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Levendorskij, Sergej Z. - In: Mathematical finance : an international journal of … 15 (2005) 3, pp. 393-424

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Sandmann, Klaus - 1999

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portfolio optimization problem. The utility that we use can be any continuous function and based on the viscosity theory, the …

Persistent link: https://www.econbiz.de/10011552973