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1 research outputs found
Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity
Author
Bi
Borellslev
+29Â more
Braun
Burnecki
Chang
Cox
Dai
Dassios
Gong
Gong
Gong
Guanying Wang
Heston
Heston
Hull
Jaimungal
Jiang
Kendall
Kim
Lee
Levi
Li
Lin
Milidonis
Naik
Wang
Wang
Wen
Wen
Wen
Xingchun Wang
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
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