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~person:"Cummins, John David"
~subject:"Disaster"
~subject:"Optionsgeschäft"
~subject:"Risk model"
~type_genre:"Aufsatz in Zeitschrift"
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Cummins, John David
Mahul, Olivier
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Journal of risk and uncertainty : JRU
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The journal of futures markets
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1
Hedging under counterparty credit uncertainty
Mahul, Olivier
;
Cummins, John David
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 248-263
Persistent link: https://www.econbiz.de/10003699318
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2
Optimal insurance with divergent beliefs about insurer total default risk
Cummins, John David
;
Mahul, Olivier
- In:
Journal of risk and uncertainty : JRU
27
(
2003
)
2
,
pp. 121-138
Persistent link: https://www.econbiz.de/10001802679
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