Portfolio problems stopping at first hitting time with application to default risk
Year of publication: |
2006
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Authors: | Kraft, Holger ; Steffensen, Mogens |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 63.2006, 1, p. 123-150
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Subject: | Portfolio-Management | Portfolio selection | Nachfragetheorie des Haushalts | Consumer demand theory | Stochastischer Prozess | Stochastic process | Theorie | Theory | Optionsgeschäft | Option trading |
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