Frey, Rüdiger. 2010. Optimal Securitization of Credit Portfolios via Impulse Control. World Congress of the, Toronto, Kanada, Juni.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Optimal Securitization of Credit Portfolios via Impulse Control |
| Event | World Congress of the |
| Year | 2010 |
| Date | Juni |
| Country | Canada |
| Location | Toronto |
| URL | http://www.fields.utoronto.ca/programs/scientific/09-10/bachelier/talks/Fri/Toronto/talk-frey-bachelier.pdf |