Pages that link to "Item:Q2992243"
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The following pages link to Pricing catastrophe options with stochastic interest rates and compound Poisson losses (Q2992243):
Displaying 5 items.
- Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
- Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
- Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)