Pricing catastrophe options in discrete operational time (Q2518548)
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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)
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16 January 2009
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catastrophe insurance derivatives
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randomized operational time
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trinomial tree
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stochastic time change
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binomial tree with random time steps
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option pricing
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