Optimal securitization of credit portfolios via impulse control (Q1932538)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal securitization of credit portfolios via impulse control |
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Optimal securitization of credit portfolios via impulse control (English)
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20 January 2013
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securitization
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credit risk
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impulse control
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viscosity solutions
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quasi-variational inequalities
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iterated optimal stopping
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