Optimal investment in a defaultable bond
type: Item
instance of: scholarly article
title: Optimal investment in a defaultable bond
zbMATH Open document ID: 1142.91537
author: Peter Lakner
author: Weijian Liang
published in: Mathematics and Financial Economics
publication date: 2008-09-04T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5320838
zbMATH Keywords: corporate bond
zbMATH Keywords: default risk
zbMATH Keywords: utility maximization
zbMATH Keywords: optimal investment
MaRDI profile type: Publication
full work available at URL: s11579-008-0011-9
OpenAlex ID: W1969476490
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DOI: 10.1007/S11579-008-0011-9
description: scientific article; zbMATH DE number 5320838