Pricing and risk management of multi-assets financial instruments to natural disasters
Jui-Jane Chang, Pao-Hsien Huang, and Ting-Pin Wu
| Year of publication: |
2024
|
|---|---|
| Authors: | Chang, Jui-Jane ; Huang, Pao-Hsien ; Wu, Ting-Pin |
| Subject: | basket options | gamma distribution family | Risk management | risk-neutral valuation relationship | spread options | Risikomanagement | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Katastrophe | Disaster | Derivat | Derivative | Hedging | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2199118 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014444330