Pricing and Risk Management of Multi-Assets Financial Instruments to Natural Disasters-Reference-Cited by-同舟云学术

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Pricing and Risk Management of Multi-Assets Financial Instruments to Natural Disasters

Published:2023-04-26 Issue:1 Volume:60 Page:19-43
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Chang Jui-Jane¹,Huang Pao-Hsien²,Wu Ting-Pin³

Affiliation:

1. Department of Financial Engineering and Actuarial Mathematics, Soochow University, Taipei, Taiwan (R.O.C.)

2. Department of Finance, Southern Taiwan University of Science and Technology, Tainan, Taiwan (R.O.C.)

3. Department of Finance, National Central University, Taoyuan, Taiwan (R.O.C.)

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2023.2199118

Reference61 articles.

1. Monitoring Mortality Caused by COVID-19 Using Gamma-Distributed Variables Based on Generalized Multiple Dependent State Sampling

2. Valuation and applications of compound basket options

3. Modelling mortality risk with extreme value theory: The case of Swiss Re’s mortality-indexed bond;Beelders O.;Global Association of Risk Professionals,2004

4. A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option

5. Options: A Monte Carlo approach

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