Catastrophe equity put options with target variance
Xingchun Wang
| Year of publication: |
November 2016
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|---|---|
| Authors: | Wang, Xingchun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 79-86
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| Subject: | Catastrophe equity put options | Realized variance | Realized volatility | Catastrophic events | Doubly stochastic Poisson processes | Volatilität | Volatility | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Katastrophe | Disaster | Theorie | Theory | Schätzung | Estimation | Varianzanalyse | Analysis of variance | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.08.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630610