Valuation of catastrophe equity put options with correlated default risk and jump risk
- 23 August 2018
- journal article
- research article
- Published by Elsevier BV in Finance Research Letters
- Vol. 29, 323-329
- https://doi.org/10.1016/j.frl.2018.08.014
Abstract
No abstract availableFunding Information
- National Natural Science Foundation of China (11701084, 11801075, 71701145)
- Ministry of Education of the People's Republic of China (17YJC790146)
- Tianjin Science and Technology Program (17ZLZXZF00290)
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