Work

Snapshots of Utility Indifference Valuation for Defaultable Claims under a Structural Model with Hawkes Jump-Diffusion Processes

Year: 2026

Type: article

Source: Practical Applications

DOI: 10.3905/snp.2026.jod.010

Author: Derived from original PMR research written by Ayu Xie and Xiaosong Qian using AI and an editor

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7204861323

FWCI:

Cites:

Cited by:

Related to: