"Portfolio problems stopping at first hitting time with application to ..."

Holger Kraft, Mogens Steffensen (2006)

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DOI: 10.1007/S00186-005-0026-4

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type: Journal Article

metadata version: 2024-10-06

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Holger Kraft, Mogens Steffensen:
Portfolio problems stopping at first hitting time with application to default risk. Math. Methods Oper. Res. 63(1): 123-150 (2006)

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