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Institution:数学与统计学院

Title of Paper:OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK

Journal:MATHEMATICAL FINANCE

First Author:Bo, Lijun^Capponi, Agostino

Document Code:SCI WOS:000393126400003

Volume:26

Issue:4

Page Number:785-834

ISSN:0960-1627

Translation or Not:No

Date of Publication:2016-01-01

Included Journals:SCI

Date:2018-06-08