Stochastic time changes in catastrophe option pricing
| Year of publication: |
1997
|
|---|---|
| Authors: | Geman, Helyette ; Yor, Marc |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 21.1997, 3, p. 185-193
|
| Publisher: |
Elsevier |