An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process
| Year of publication: |
2008
|
|---|---|
| Authors: | Fujita, Takahiko ; Ishimura, Naoyuki ; Tanaka, Daichi |
| Published in: |
Hitotsubashi journal of economics. - Tokyo, ISSN 0018-280X, ZDB-ID 2241432. - Vol. 49.2008, 2, p. 67-74
|