"Optimal Investment Under Information Driven Contagious Distress."

Lijun Bo, Agostino Capponi (2017)

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DOI: 10.1137/140972342

access: closed

type: Journal Article

metadata version: 2021-10-14

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Lijun Bo, Agostino Capponi:
Optimal Investment Under Information Driven Contagious Distress. SIAM J. Control. Optim. 55(2): 1020-1068 (2017)

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