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Valuing catastrophe bonds by Monte Carlo simulations
Vaugirard, Victor E. - In: Applied mathematical finance 10 (2003) 1, pp. 75-90
Persistent link: https://www.econbiz.de/10001756872
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Hitting time and time change
Vaugirard, Victor E. - In: Applied mathematical finance 11 (2004) 1, pp. 77
Persistent link: https://www.econbiz.de/10008214796
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Valuing catastrophe bonds by Monte Carlo simulations
Vaugirard, Victor E. - In: Applied mathematical finance 10 (2003) 1, pp. 75
Persistent link: https://www.econbiz.de/10008215544
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Monte Carlo applied to exotic digital options
Vaugirard, Victor E. - In: Applied mathematical finance 8 (2001) 3, pp. 183
Persistent link: https://www.econbiz.de/10008216580