Optimal investment with counterparty risk: a default-density model approach
| Year of publication: |
2011
|
|---|---|
| Authors: | Jiao, Ying ; Pham, Huyên |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 4, p. 725-754
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