Catastrophe equity put options with floating strike prices
Year of publication: |
2020
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Authors: | Wang, Xingchun |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-7
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Subject: | Catastrophe equity put options | Catastrophe risk management | Floating strike prices | Poisson processes | Optionsgeschäft | Option trading | Katastrophe | Disaster | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Arbeitskampf | Industrial action | Risiko | Risk | Risikomanagement | Risk management | Schätzung | Estimation |
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