Analytical valuation of catastrophe equity options with negative exponential jumps
Year of publication: |
2009
|
---|---|
Authors: | Chang, Lung-fu ; Hung, Mao-Wei |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 1, p. 59-69
|
Subject: | Optionspreistheorie | Option pricing theory |
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