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"Portfolio Choice with Market-Credit-Risk Dependencies."

Lijun Bo, Agostino Capponi (2018)

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DOI: 10.1137/16M1084092

access: closed

type: Journal Article

metadata version: 2021-10-14

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Lijun Bo, Agostino Capponi:
Portfolio Choice with Market-Credit-Risk Dependencies. SIAM J. Control. Optim. 56(4): 3050-3091 (2018)

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