Pricing perpetual American catastrophe put options : a penalty function approach
Year of publication: |
2009
|
---|---|
Authors: | Lin, X. Sheldon ; Wang, Tao |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 2, p. 287-295
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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