Stochastic time changes in catastrophe option pricing
| Year of publication: |
1997
|
|---|---|
| Authors: | Geman, H. ; Yor, M. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 21.1997, 3, p. 185-194
|