Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.

17 Citations (Scopus)

Original language	English
Journal	Mathematical Methods of Operations Research
Volume	63
Issue number	1
Pages (from-to)	123-150
ISSN	1432-2994
Publication status	Published - 2006

Cite this

@article{63ec6f406c3811dcbee902004c4f4f50,

title = "Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.",

author = "Mogens Steffensen and Holger Kraft",

year = "2006",

language = "English",

volume = "63",

pages = "123--150",

journal = "Mathematical Methods of Operations Research",

issn = "1432-2994",

publisher = "Springer",

number = "1",

}