Pricing catastrophe options in discrete operational time (Q2518548)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5493035
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing catastrophe options in discrete operational time |
scientific article; zbMATH DE number 5493035 |
Statements
Pricing catastrophe options in discrete operational time (English)
0 references
16 January 2009
0 references
catastrophe insurance derivatives
0 references
randomized operational time
0 references
trinomial tree
0 references
stochastic time change
0 references
binomial tree with random time steps
0 references
option pricing
0 references
0 references
0.9122663
0 references
0.89361054
0 references
0.8875685
0 references
0.8732098
0 references
0.87126434
0 references
0.8685074
0 references
0.8668959
0 references
0.8660693
0 references
