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
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|---|---|
| Authors: | Chang, Jui-Jane ; Huang, Pao-Hsien ; Wu, Ting-Pin |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 60.2024, 1, p. 19-43
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| Subject: | basket options | gamma distribution family | Risk management | risk-neutral valuation relationship | spread options | Risikomanagement | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Hedging | Katastrophe | Disaster | Risiko | Risk | Derivat | Derivative |
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