Valuation of catastrophe equity put options with correlated default risk and jump risk
| Autor: | Bi, Hongwei, Wang, Guanying, Wang, Xingchun |
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| Zdroj: | In Finance Research Letters June 2019 29:323-329 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Bi, Hongwei, Wang, Guanying, Wang, Xingchun |
|---|---|
| Zdroj: | In Finance Research Letters June 2019 29:323-329 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect