Hedging and utility valuation of a defaultable claim driven by Hawkes processes

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Publication:6580708

DOI10.1002/ASMB.2663MaRDI QIDQ6580708

Puneet Pasricha, S. Dharmaraja, Paola Tardelli

Publication date: 29 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)






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