Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps |
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Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (English)
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14 November 2013
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CatEPut
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option pricing
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stochastic volatility
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jump-diffusion process
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moment generating transform
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