Author:
Aghdam Y. Esmaeelzade,Neisy A.,Adl A.
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference23 articles.
1. Björk, T. (2009). Arbitrage theory in continuous time. Oxford University Press.
2. Burnecki, K., & Kukla, G. (2003). Pricing of zero-coupon and coupon CAT bonds. Applicationes Mathematicae, 30, 315–324.
3. Costa, B. (2004). Spectral methods for partial differential equations. CUBO, A Mathematical Journal, 6(4), 1–32.
4. Cox, SH., & Schwebach, RG. (1992) Insurance futures and hedging insurance price risk. Journal of Risk and Insurance, 628–644.
5. Cox, S. H., Fairchild, J. R., & Pedersen, H. W. (2000). Economic aspects of securitization of risk. ASTIN Bulletin: The Journal of the IAA, 30(1), 157–193.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献