Pricing hurricane bonds using a physically based option pricing approach
Year of publication: |
2022
|
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Authors: | Chang, Carolyn C. W. ; Chang, Jack S. K. ; Yu, Min-Teh |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 26.2022, 1, p. 27-42
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Subject: | Optionspreistheorie | Option pricing theory | Sturm | Storm |
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