Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.

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Standard

Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk. / Steffensen, Mogens; Kraft, Holger.

I: Mathematical Methods of Operations Research, Bind 63, Nr. 1, 2006, s. 123-150.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Steffensen, M & Kraft, H 2006, 'Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.', Mathematical Methods of Operations Research, bind 63, nr. 1, s. 123-150.

APA

Steffensen, M., & Kraft, H. (2006). Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk. Mathematical Methods of Operations Research, 63(1), 123-150.

Vancouver

Steffensen M, Kraft H. Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk. Mathematical Methods of Operations Research. 2006;63(1):123-150.

Author

Steffensen, Mogens ; Kraft, Holger. / Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk. I: Mathematical Methods of Operations Research. 2006 ; Bind 63, Nr. 1. s. 123-150.

Bibtex

@article{63ec6f406c3811dcbee902004c4f4f50,
title = "Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.",
author = "Mogens Steffensen and Holger Kraft",
year = "2006",
language = "English",
volume = "63",
pages = "123--150",
journal = "Mathematical Methods of Operations Research",
issn = "1432-2994",
publisher = "Springer",
number = "1",

}

RIS

TY - JOUR

T1 - Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.

AU - Steffensen, Mogens

AU - Kraft, Holger

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 63

SP - 123

EP - 150

JO - Mathematical Methods of Operations Research

JF - Mathematical Methods of Operations Research

SN - 1432-2994

IS - 1

ER -

ID: 1120647