搜索结果: 1-1 共查到“货币银行学 partial information”相关记录1条 . 查询时间(0.093 秒)
Portfolio optimization in a defaults model under full/partial information
Optimal investment default time default intensity filtering
2010/10/19
In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity model...