Before and After Default: Information and Optimal Portfolio via Anticipating Calculus
Authors
- Bernardo D’Auria (ORCID: https://orcid.org/0000-0002-1272-8352)
- Giulia Di Nunno (ORCID: https://orcid.org/0000-0003-4412-5588)
- José Antonio Salmerón (ORCID: https://orcid.org/0000-0002-9461-6038)
Institutions
- Directorate General of Traffic (ES)
- University of Padua (IT)
- University of Oslo (NO)
- Norwegian School of Economics (NO)
Publication Details
- Journal
- Applied Mathematics & Optimization
- Published
- 2025-02-12
- DOI
- https://doi.org/10.1007/s00245-024-10210-w
- Primary Topic
- Credit Risk and Financial Regulations
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Norges Forskningsråd
- Ministerio de Asuntos Económicos y Transformación Digital, Gobierno de España