Pages that link to "Item:Q974805"
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The following pages link to Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805):
Displaying 6 items.
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- (Q5158536) (← links)
- Multivariate Lévy processes with dependent jump intensity (Q5245898) (← links)
