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
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