Catastrophic risks and the pricing of catastrophe equity put options (Q2051160)
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scientific article; zbMATH DE number 7432767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophic risks and the pricing of catastrophe equity put options |
scientific article; zbMATH DE number 7432767 |
Statements
Catastrophic risks and the pricing of catastrophe equity put options (English)
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24 November 2021
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catastrophe equity put options
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variance gamma
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compound Poisson
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double-calibration
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