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Basket CDS pricing with interacting intensities
Zheng, Harry
;
Jiang, Lishang
- In:
Finance and Stochastics
13
(
2009
)
3
,
pp. 445-469
Persistent link: https://www.econbiz.de/10005061365
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Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
Westray, Nicholas
;
Zheng, Harry
- In:
Finance and Stochastics
15
(
2011
)
3
,
pp. 501-512
Persistent link: https://www.econbiz.de/10009324931
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