APA (7th ed.) Citation

Palmowski, Z., & Surya, B. (2020). Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process. Insurance, mathematics & economics, 93, 168-177. https://doi.org/10.1016/j.insmatheco.2020.04.011

Chicago Style (17th ed.) Citation

Palmowski, Z., and B.A Surya. "Optimal Valuation of American Callable Credit Default Swaps Under Drawdown of Lévy Insurance Risk Process." Insurance, Mathematics & Economics 93 (2020): 168-177. https://doi.org/10.1016/j.insmatheco.2020.04.011.

MLA (9th ed.) Citation

Palmowski, Z., and B.A Surya. "Optimal Valuation of American Callable Credit Default Swaps Under Drawdown of Lévy Insurance Risk Process." Insurance, Mathematics & Economics, vol. 93, 2020, pp. 168-177, https://doi.org/10.1016/j.insmatheco.2020.04.011.