New explicit closed form formulae for the prices of catastrophe options
Yunguo Jin, Shouming Zhong
| Year of publication: |
2015
|
|---|---|
| Authors: | Jin, Yunguo ; Zhong, Shouming |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 2, p. 1-16
|
| Subject: | Measure changes | option pricing | reinsurance | credit risk | Monte Carlo method | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Kreditrisiko | Credit risk | Rückversicherung | Reinsurance | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10011333444