Portfolio optimization in a defaultable Lévy-driven market model
Crossref DOI link: https://doi.org/10.1007/s00291-014-0374-7
Published Online: 2014-08-24
Published Print: 2015-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pagliarani, Stefano
Vargiolu, Tiziano
Text and Data Mining valid from 2014-08-24