Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model |
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Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (English)
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3 February 2015
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local risk minimization
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Markov-modulated
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option pricing
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