Catastrophe equity put options with target variance (Q2374098)
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scientific article; zbMATH DE number 6663344
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Catastrophe equity put options with target variance |
scientific article; zbMATH DE number 6663344 |
Statements
Catastrophe equity put options with target variance (English)
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14 December 2016
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catastrophe equity put options
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realized variance
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realized volatility
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catastrophic events
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doubly stochastic Poisson processes
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0.90550524
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0.9035661
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0.84969974
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0.84407914
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0.83959067
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0.8376328
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0.8309727
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0.8307514
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