Dual Optimization Problem on Defaultable Claims

Stéphane Goutte and Armand Ngoupeyou
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Armand Ngoupeyou: LPMA - Laboratoire de Probabilités et Modèles Aléatoires - UPMC - Université Pierre et Marie Curie - Paris 6 - UPD7 - Université Paris Diderot - Paris 7 - CNRS - Centre National de la Recherche Scientifique

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Date: 2014-01-28
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Published in Mathematical Economics Letters, 2014, 1 (2-4), pp.134-146. ⟨10.1515/mel-2013-0002⟩

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Journal Article: Dual Optimization Problem on Defaultable Claims (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-02175681

DOI: 10.1515/mel-2013-0002

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