Valuation of double trigger catastrophe options with counterparty risk
| Year of publication: |
2013
|
|---|---|
| Authors: | Jiang, I-Ming ; Yang, Sheng-Yung ; Liu, Yu-Hong ; Wang, Alan T. |
| 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 12892786. - Vol. 25.2013, p. 226-242
|