Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach
Year of publication: |
1996
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Authors: | Chang, Carolyn W. ; Chang, Jack S.K. ; Yu, Min-Teh |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 63.1996, 4, p. 599-618
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