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Pricing pandemic bonds under hull-white &
stochastic
logistic
growth model
Manathunga, Vajira
;
Deng, Linmiao
- In:
Risks : open access journal
11
(
2023
)
9
,
pp. 1-28
introduce the
stochastic
logistic
growth model-based pandemic bond pricing framework. We demonstrate the proposed model with two …
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