Pricing options with physically based exercise and random maturity
Carolyn W. Chang, Jack S. K. Chang, and Yalan Feng
| Year of publication: |
2020
|
|---|---|
| Authors: | Chang, Carolyn C. W. ; Chang, Jack S. K. ; Feng, Yalan |
| Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 43.2020, 1, p. 59-78
|
| Subject: | physically based exercise structure | hurricane risk modeling | option pricing modeling | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Sturm | Storm |
| 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/10012623434