Pricing catastrophe options with stochastic claim arrival intensity in claim time

✍ Scribed by Carolyn W. Chang; Jack S.K. Chang; WeLi Lu

• Book ID: 116615430
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 327 KB
• Volume: 34
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2009.06.019