Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831)
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scientific article; zbMATH DE number 6925076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Choice with Market--Credit-Risk Dependencies |
scientific article; zbMATH DE number 6925076 |
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Portfolio Choice with Market--Credit-Risk Dependencies (English)
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24 August 2018
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investment/consumption problem
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stochastic factors
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martingale method
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credit risk
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recursive system of PDEs
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