"Optimal investment with counterparty risk: a default-density model approach."

Ying Jiao, Huyên Pham (2011)

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DOI: 10.1007/S00780-010-0140-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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Ying Jiao, Huyên Pham:
Optimal investment with counterparty risk: a default-density model approach. Finance Stochastics 15(4): 725-753 (2011)

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