Catastrophe options with stochastic interest rates and compound Poisson losses

By Sebastian Jaimungal, Tao Wang. 2006

108 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8c4954d7734644727fb39629cc1d6897cd25be2a