Doubly-Binomial Option Pricing with Application to Insurance Derivatives
Year of publication: |
2005
|
---|---|
Authors: | Chang, Carolyn W. ; Chang, Jack S. K. |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 08.2005, 03, p. 501-523
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Doubly-binomial tree | random information arrival | subordinated process | catastrophe insurance derivatives | information-time option pricing |
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