Hedging and utility valuation of a defaultable claim driven by Hawkes processes
| Year of publication: |
2021
|
|---|---|
| Authors: | Pasricha, Puneet ; Selvamuthu, Dharmaraja ; Tardelli, Paola |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 38.2021, 2 (15.12.), p. 334-352
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2663 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012808142