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"Dynamic credit investment in partially observed markets."

Agostino Capponi, José E. Figueroa-López, Andrea Pascucci (2015)

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DOI: 10.1007/S00780-015-0272-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Agostino Capponi, José E. Figueroa-López, Andrea Pascucci:
Dynamic credit investment in partially observed markets. Finance Stochastics 19(4): 891-939 (2015)

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