"Portfolio optimization with insider's initial information and counterparty ..."

Caroline Hillairet, Ying Jiao (2015)

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DOI: 10.1007/S00780-014-0246-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Caroline Hillairet, Ying Jiao:
Portfolio optimization with insider's initial information and counterparty risk. Finance Stochastics 19(1): 109-134 (2015)

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