Optimal Liquidation in a Defaultable Market

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Daniel Hernández–Hernández, Harold A. Moreno‐Franco, José-Luis Fírvida Pérez
DOI: 10.2139/ssrn.6167787
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Risk and Portfolio Optimization Financial Markets and Investment Strategies

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint