Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing catastrophe bonds involving correlation and CIR interest rate model |
scientific article |
Statements
Valuing catastrophe bonds involving correlation and CIR interest rate model (English)
0 references
9 August 2018
0 references
catastrophe bonds
0 references
asset pricing
0 references
stochastic models
0 references
Monte Carlo simulations
0 references
CIR model
0 references
0 references
0 references
