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Before and After Default: Information and Optimal Portfolio via Anticipating Calculus

Published Online: 2025-02-12

Published Print: 2025-04

Authors

D’Auria, Bernardo

Di Nunno, Giulia

Salmeron, Jose A. https://orcid.org/0000-0002-9461-6038
Funding

Funding for this research was provided by:

Research Council of Norway (274410)

Ministerio de Universidades (FPU18/01101)

Gruppo Nazionale Calcolo Scientifico-Istituto Nazionale di Alta Matematica (BIRD239937/23)

Ministerio de Asuntos Económicos y Transformación Digital, Gobierno de España (PID2020- 116694GB-I00)
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Text and Data Mining valid from 2025-02-12

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Article History

Accepted: 25 November 2024

First Online: 12 February 2025

Declarations

:

: The authors declare that they have no conflict of interest.

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