An arbitrage approach to the pricing of catastrophe options involving the Cox process
Takahiko Fujita; Naoyuki Ishimura; Daichi Tanaka
| Year of publication: |
2008
|
|---|---|
| Authors: | Fujita, Takahiko ; Ishimura, Naoyuki ; Tanaka, Daichi |
| Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 49.2008, 2, p. 67-74
|
| Subject: | Optionspreistheorie | Option pricing theory | Nichtlineare Dynamik | Nonlinear dynamics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003810226