"Portfolio optimization in a defaultable Lévy-driven market model."

Stefano Pagliarani, Tiziano Vargiolu (2015)

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DOI: 10.1007/S00291-014-0374-7

access: closed

type: Journal Article

metadata version: 2020-03-06

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Stefano Pagliarani, Tiziano Vargiolu:
Portfolio optimization in a defaultable Lévy-driven market model. OR Spectr. 37(3): 617-654 (2015)

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