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PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION
Lim, Thomas, Quenez, Marie-ClaireVolume:
29
Language:
english
Journal:
Probability in the Engineering and Informational Sciences
DOI:
10.1017/s0269964815000194
Date:
October, 2015
File:
PDF, 309 KB
english, 2015