Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383): Difference between revisions
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Revision as of 21:47, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing catastrophe bonds involving correlation and CIR interest rate model |
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Valuing catastrophe bonds involving correlation and CIR interest rate model (English)
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9 August 2018
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catastrophe bonds
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asset pricing
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stochastic models
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Monte Carlo simulations
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CIR model
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