CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY.
| Autor: | JANG, JIWOOK1 jiwook.jang@mq.edu.au, PARK, JONG JUN2 parkjj@kaist.ac.kr, JANG, HYUN JIN3 janghj@unist.ac.kr |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Nov2018, Vol. 21 Issue 7, pN.PAG-N.PAG. 20p. 5 Charts, 6 Graphs. |
| Databáze: | Business Source Ultimate |
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