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Optimal Investment in Equity and Credit Default Swaps in the Presence of Default

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Bibliographic Details
Main Authors:	Fei, Zhe, Robertson, Scott
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Portfolio Management Risk Management 91G10 (primary) 91G20, 92G40 (secondary)
Online Access:	Acceder al recurso
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