Portfolio optimization of credit swap under funding costs
Crossref DOI link: https://doi.org/10.1186/s41546-017-0023-6
Published Online: 2017-12-04
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bo, Lijun
Funding for this research was provided by:
NSF of China ((11471254)
License valid from 2017-12-01