An optimal portfolio problem in a defaultable market
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
- 期刊名称Advances in Applied Probability
- 作者Bo, Lijun; Wang, Yongjin; Yang, Xuewei
- 卷第42卷
- 期第3期
- 印刷ISSN0001-8678
- 文件大小262.97KB
- 发表时间2010-09
- DOI10.1239/aap/1282924059
- 页码689-705