Pricing and hedging defaultable participating contracts...

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Pricing and hedging defaultable participating contracts with regime switching and jump risk

Le Courtois, Olivier, Quittard-Pinon, François, Su, Xiaoshan
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Language:
english
Journal:
Decisions in Economics and Finance
DOI:
10.1007/s10203-020-00276-w
Date:
March, 2020
File:
PDF, 825 KB
english, 2020
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