Jiao, Y., Kharroubi, I., & Pham, H. (2013, February 21). Optimal investment under multiple defaults risk: A BSDE-decomposition approach. arXiv.org. https://doi.org/10.48550/arxiv.1102.5678
Chicago Style (17th ed.) CitationJiao, Ying, Idris Kharroubi, and Huyên Pham. "Optimal Investment Under Multiple Defaults Risk: A BSDE-decomposition Approach." ArXiv.org 21 Feb. 2013. https://doi.org/10.48550/arxiv.1102.5678.
MLA (9th ed.) CitationJiao, Ying, et al. "Optimal Investment Under Multiple Defaults Risk: A BSDE-decomposition Approach." ArXiv.org, 21 Feb. 2013, https://doi.org/10.48550/arxiv.1102.5678.
Warning: These citations may not always be 100% accurate.