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Optimal portfolio and consumption selection with default risk
ISSN号:1673-3452
期刊名称:Frontiers of Mathematics in China
时间:2012.12.12
页码:1019-1042
相关项目:基于反射扩散模式的汇率风险和违约风险研究
作者:
Bo, Lijun|Wang, Yongjin|Yang, Xuewei|
同期刊论文项目
基于反射扩散模式的汇率风险和违约风险研究
期刊论文 20
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On the conditional default probability in a regulated market with jump risk
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期刊信息
《中国数学前沿:英文版》
主管单位:中华人民共和国教育部
主办单位:高等教育出版社
主编:张恭庆
地址:北京市朝阳区惠新东街4号富盛大厦15层
邮编:100029
邮箱:
电话:010-58556485
国际标准刊号:ISSN:1673-3452
国内统一刊号:ISSN:11-5739/O1
邮发代号:80-964
获奖情况:
国内外数据库收录:
美国数学评论(网络版),德国数学文摘,荷兰文摘与引文数据库,美国剑桥科学文摘,美国科学引文索引(扩展库)
被引量:10