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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Platen, Eckhard"
~person:"Weng, Chengguo"
~subject:"Derivat"
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Insurance / Mathematics & economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Asia-Pacific financial markets
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Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
2
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
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3
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
4
Fair pricing of weather derivatives
Platen, Eckhard
;
West, Jason
-
2003
Persistent link: https://www.econbiz.de/10002250908
Saved in:
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