Analytical valuation of catastrophe equity options with negative exponential jumps
| Year of publication: |
2009
|
|---|---|
| Authors: | Chang, Lung-fu ; Hung, Mao-wei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 1, p. 59-69
|