Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

21 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Mathematical Methods of Operations Research
Vol/bind	63
Udgave nummer	1
Sider (fra-til)	123-150
ISSN	1432-2994
Status	Udgivet - 2006

Citationsformater

@article{63ec6f406c3811dcbee902004c4f4f50,

title = "Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.",

author = "Mogens Steffensen and Holger Kraft",

year = "2006",

language = "English",

volume = "63",

pages = "123--150",

journal = "Mathematical Methods of Operations Research",

issn = "1432-2994",

publisher = "Springer",

number = "1",

}