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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"NBER Working Paper"
~person:"Budhi Arta Surya"
~subject:"Credit risk"
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Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
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