Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Mathematical Methods of Operations Research |
| Volume | 63 |
| Issue number | 1 |
| Pages (from-to) | 123-150 |
| ISSN | 1432-2994 |
| Publication status | Published - 2006 |
ID: 1120647