Pricing catastrophe options in discrete operational time (Q2518548): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.08.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1964370855 / rank | |||
Normal rank | |||
Revision as of 22:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing catastrophe options in discrete operational time |
scientific article |
Statements
Pricing catastrophe options in discrete operational time (English)
0 references
16 January 2009
0 references
catastrophe insurance derivatives
0 references
randomized operational time
0 references
trinomial tree
0 references
stochastic time change
0 references
binomial tree with random time steps
0 references
option pricing
0 references
