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An optimal portfolio problem in a defaultable market

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
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