Author:
Chang Lung-fu,Hung Mao-wei
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference26 articles.
1. Handbook of Mathematical Function;Abramowitz,1972
2. Levy Processes and Stochastic Calculus;Applebaum,2004
3. Spanning and derivative-security valuation;Bakshi;Journal of Financial Economics,2000
4. A Lévy process-based framework for fair valuation of participating life insurance contracts;Ballotta;Insurance: Mathematics and Economics,2005
5. Processes of normal inverse Gaussian type;Barndorff-Nielsen;Finance and Stochastics,1998
Cited by
19 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
1. Prima para la cobertura por exceso de contagios de COVID-19;Revista Mexicana de Economía y Finanzas;2023-03-29
2. Exchange options for catastrophe risk management;The North American Journal of Economics and Finance;2022-01
3. A closed-form pricing formula for catastrophe equity options;Probability in the Engineering and Informational Sciences;2021-07-15
4. Catastrophic risks and the pricing of catastrophe equity put options;Computational Management Science;2021-03-18
5. Catastrophe equity put options with floating strike prices;The North American Journal of Economics and Finance;2020-11