Le Courtois, Olivier; Su, Xiaoshan Structural pricing of CoCos and deposit insurance with regime switching and jumps. (English) Zbl 1467.91200 Asia-Pac. Financ. Mark. 27, No. 4, 477-520 (2020). MSC: 91G40 91G20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Le Courtois, Olivier; Quittard-Pinon, François; Su, Xiaoshan Pricing and hedging defaultable participating contracts with regime switching and jump risk. (English) Zbl 1444.91192 Decis. Econ. Finance 43, No. 1, 303-339 (2020). MSC: 91G05 91G40 60J74 × Cite Format Result Cite Review PDF Full Text: DOI