Pages that link to "Item:Q2939921"
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The following pages link to INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921):
Displaying 4 items.
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Optimal investment and pricing in the presence of defaults (Q5109977) (← links)