Catastrophe equity put options with floating strike prices-Reference-Cited by-同舟云学术

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Catastrophe equity put options with floating strike prices

Published:2020-11 Issue: Volume:54 Page:101211
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Wang Xingchun

Funder

National Natural Science Foundation of China

Excellent Young Scholars Program in University of International Business and Economics

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. Valuation of catastrophe equity put options with correlated default risk and jump risk;Bi;Finance Research Letters,2019

2. Pricing of catastrophe insurance options written on a loss index with reestimation;Biagini;Insurance: Mathematics and Economics,2008

3. Pricing catastrophe swaps: A contingent claims approach;Braun;Insurance: Mathematics and Economics,2011

4. Pricing of zero-coupon and coupon cat bonds;Burnecki;Applicationes Mathematicae,2003

5. Pricing catastrophe options in discrete operational time;Chang;Insurance: Mathematics and Economics,2008

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

1. Exchange options for catastrophe risk management;The North American Journal of Economics and Finance;2022-01

2. Catastrophic risks and the pricing of catastrophe equity put options;Computational Management Science;2021-03-18

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