Pricing catastrophe options in discrete operational time (Q2518548): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2008.08.003
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+W1964370855
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@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Option pricing: A simplified approach
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+Stochastic time changes in catastrophe option pricing
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