The pricing of catastrophe equity put options with default risk
Xingchun Wang
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Wang, Xingchun |
| Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 16.2016, 2, p. 181-201
|
| Subject: | Ausfallrisiko | Optionsgeschäft | Option trading | Katastrophe | Disaster | Risiko | Risk | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713671