Optimal portfolios with stochastic interest rates and defaultable assets.
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Publication:1880663
zbMath1054.91040MaRDI QIDQ1880663
Publication date: 30 September 2004
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20) Portfolio theory (91G10)
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