Catastrophic risks and the pricing of catastrophe equity put options (Q2051160)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophic risks and the pricing of catastrophe equity put options |
scientific article |
Statements
Catastrophic risks and the pricing of catastrophe equity put options (English)
0 references
24 November 2021
0 references
catastrophe equity put options
0 references
variance gamma
0 references
compound Poisson
0 references
double-calibration
0 references
0 references
0 references
0 references
