Catastrophe equity put options with target variance (Q2374098)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophe equity put options with target variance |
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Catastrophe equity put options with target variance (English)
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14 December 2016
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catastrophe equity put options
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realized variance
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realized volatility
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catastrophic events
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doubly stochastic Poisson processes
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