Fred E. Benth, Geir Dahl, Carlo Mannino. Computing Optimal Recovery Policies for Financial Markets. Operations Research, 60(6):1373-1388, 2012. [doi]
@article{BenthDM12,
title = {Computing Optimal Recovery Policies for Financial Markets},
author = {Fred E. Benth and Geir Dahl and Carlo Mannino},
year = {2012},
doi = {10.1287/opre.1120.1112},
url = {http://dx.doi.org/10.1287/opre.1120.1112},
researchr = {https://researchr.org/publication/BenthDM12},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {60},
number = {6},
pages = {1373-1388},
}