Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing catastrophe options with counterparty credit risk in a reduced form model |
scientific article; zbMATH DE number 6881884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing catastrophe options with counterparty credit risk in a reduced form model |
scientific article; zbMATH DE number 6881884 |
Statements
Pricing catastrophe options with counterparty credit risk in a reduced form model (English)
0 references
7 June 2018
0 references
pricing
0 references
catastrophe option
0 references
counterparty risk
0 references
measure change
0 references
reduced form model
0 references
