Salmerón, José A.
- Before and after default: information and optimal portfolio via anticipating calculus
2022/07/05 by José Antonio Salmerón, Salmerón, José A., Giulia Di Nunno +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60G44 #60H0 #93E20 #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications