JOURNAL OF LANZHOU UNIVERSITY(NATURAL SCIENCES)
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JOURNAL OF LANZHOU UNIVERSITY(NATURAL SCIENCES)  2017, Vol. 53 Issue (4): 545-551    DOI: 10.13885/j.issn.0455-2059.2017.04.017
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Pricing and hedging of the defaultable CPPI with jump processes
Guo Wen-jing, Li Si-jie
School of Finance, Nanjing University of Finance and Economics, Nanjing 210000, China

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