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Advances in mathematical economics
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An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process
Fujita, Takahiko
;
Ishimura, Naoyuki
;
Tanaka, Daichi
- In:
Hitotsubashi journal of economics
49
(
2008
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10008258767
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Discrete stochastic calculus and its applications : an expository note
Fujita, Takahiko
;
Ishimura, Naoyuki
;
Kawai, Norihisa
- In:
Advances in mathematical economics
16
(
2012
),
pp. 119-131
Persistent link: https://www.econbiz.de/10010029462
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