Hedging processes for catastrophe options
From MaRDI portal
Publication:457624
DOI10.1016/j.jkss.2012.02.007zbMath1296.91266OpenAlexW2089116055MaRDI QIDQ457624
Publication date: 29 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2012.02.007
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic integrals (60H05)
Cites Work
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