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person:"Blake, David"
~isPartOf:"Mathematical methods of operations research"
~person:"Kraft, Holger"
~person:"Weber, Martin"
~subject:"Option trading"
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Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
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pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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