Academic Journal
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
| العنوان: | Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process |
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| المؤلفون: | Palmowski, Z., Surya, B.A. |
| المساهمون: | Polish National Science Centre, PBRF research |
| المصدر: | Insurance: Mathematics and Economics ; volume 93, page 168-177 ; ISSN 0167-6687 |
| بيانات النشر: | Elsevier BV |
| سنة النشر: | 2020 |
| المجموعة: | ScienceDirect (Elsevier - Open Access Articles via Crossref) |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| DOI: | 10.1016/j.insmatheco.2020.04.011 |
| الاتاحة: | http://dx.doi.org/10.1016/j.insmatheco.2020.04.011 https://api.elsevier.com/content/article/PII:S0167668720300639?httpAccept=text/xml https://api.elsevier.com/content/article/PII:S0167668720300639?httpAccept=text/plain |
| Rights: | https://www.elsevier.com/tdm/userlicense/1.0/ ; http://creativecommons.org/licenses/by/4.0/ |
| رقم الانضمام: | edsbas.91B244BB |
| قاعدة البيانات: | BASE |
| DOI: | 10.1016/j.insmatheco.2020.04.011 |
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