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Chang, Carolyn W.

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Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach
  • Chang, Carolyn W.
  • Articles and Chapters
  • Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach

Optimum hurricane futures hedge in a warming environment: a risk return jump-diffusion approach

Global warming, extreme weather events, and forecasting tropical cyclones : a market-based...