Valuation of catastrophe equity puts with markov-modulated : Poisson Processes

Collection: Articles
Title: Valuation of catastrophe equity puts with markov-modulated : Poisson Processes / Chia-Chien Chang, Shih-Kuei Lin, Min- Teh Yu
Author: Chang, Chia-Chien
Related records: En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 01/06/2011 Tomo 78 Número 2 - 2011
Other categories: 1
Rights: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/
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