Hedging and utility valuation of a defaultable claim driven by Hawkes processes
Year of publication: |
2021
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---|---|
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
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Publisher: |
Wiley |
Saved in:
Online Resource
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