Pricing catastrophe options in discrete operational time
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference28 articles.
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3. Pricing industry loss warranties in a Lévy–Frailty framework;Insurance: Mathematics and Economics;2019-11
4. Applying Greek letters to robust option price modeling by binomial-tree;Physica A: Statistical Mechanics and its Applications;2018-08
5. The Pricing of Catastrophe Equity Put Options with Default Risk;International Review of Finance;2016-01-20
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