Pages that link to "Item:Q2374098"
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The following pages link to Catastrophe equity put options with target variance (Q2374098):
Displaying 7 items.
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
- (Q5158536) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
- Inverse problems to estimate market price of risk in catastrophe bonds (Q6646215) (← links)
