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~isPartOf:"Applied Stochastic Models in Business and Industry"
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Hedging and utility valuation of a defaultable claim driven by Hawkes processes
Pasricha, Puneet
;
Selvamuthu, Dharmaraja
;
Tardelli, Paola
- In:
Applied Stochastic Models in Business and Industry
38
(
2021
)
2
,
pp. 334-352
Persistent link: https://www.econbiz.de/10012808142
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