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 |
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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