Portfolio optimization with a defaultable security
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Publication:2643672
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Cites work
Cited in
(60)- Non-zero-sum stochastic differential reinsurance and investment games with default risk
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- Optimal portfolio and consumption selection with default risk
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- scientific article; zbMATH DE number 1892900 (Why is no real title available?)
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- Pricing and semimartingale representations of vulnerable contingent claims in regime-switching markets
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- Optimal investment under information driven contagious distress
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