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Consiglio, Andrea; Zenios, Stauros Andrea - 2018

Persistent link: https://www.econbiz.de/10011884964

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 88 (2018), pp. 137-155

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Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26

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Russo, Emilio; Staino, Alessandro - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-18

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Fergusson, K. - In: Annals of financial economics 12 (2017) 1, pp. 1-33

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Qin, Likuan; Linetsky, Vadim - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 299-312

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Burnecki, Krzysztof; Giuricich, Mario Nicoló - In: Risks : open access journal 5 (2017) 4, pp. 1-19

highlighted in the context of an existing, classical, index-linked catastrophe bond pricing model, and in doing so, we specialize …

Persistent link: https://www.econbiz.de/10011783782

Turfus, Colin; Shubert, Alexander - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-26

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Tong, Zhigang - In: International journal of bonds and derivatives 2 (2016) 4, pp. 285-303

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Paseka, Alexander; Thavaneswaran, Aerambamoorthy - In: Journal of risk finance : the convergence of financial … 18 (2017) 5, pp. 541-563

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