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OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK - MaRDI portal

OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK (Q4955525)

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scientific article; zbMATH DE number 1453306
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OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK
scientific article; zbMATH DE number 1453306

    Statements

    title
    OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK (English)
    0 references
    author
    Sid Browne
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    publication date
    1999
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    zbMATH Keywords
    optimal investment
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    optimal growth
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    allocation problem
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    credit risk
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    Identifiers

    zbMATH DE Number
    1453306
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