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Option pricing theory
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60J35
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Budhi Arta Surya
Aguilar, Jean-Philippe
9
Kim, Young Shin
9
Klüppelberg, Claudia
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Abbring, Jaap H.
5
Landriault, David
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Carr, Peter
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Haug, Stephan
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Korbel, Jan
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Li, Bin
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Lkabous, Mohamed Amine
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Maller, Ross A.
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Palmowski, Zbigniew
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Renaud, Jean-François
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Yamazaki, Akira
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Zhou, Xiaowen
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Bäuerle, Nicole
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Ferrari, Giorgio
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Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Budhi Arta Surya
;
Wang, Wenyuan
;
Zhao, Xianghua
;
Zhou, …
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 97-122
Persistent link: https://www.econbiz.de/10014325014
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2
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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