AN OPTIMAL PORTFOLIO PROBLEM IN A DEFAULTABLE MARKET
LIJUN BO, YONGJIN WANG and XUEWEI YANG
- 期刊名称Advances in Applied Probability
- 作者LIJUN BO, YONGJIN WANG and XUEWEI YANG
- 卷第42卷
- 期第3期
- 印刷ISSN0001-8678
- 文件大小1166.57KB
- 发表时间2010-09
- DOI10.2307/25799064
- 页码689-705