Title of article

Pricing catastrophe bonds by an arbitrage approach

Author/Authors

Victor E. Vaugirard، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2003

Pages

14

From page

119

To page

132

Keywords

Catastrophe bonds , Path-dependent digital options , jump-diffusion process , Incomplete markets

Journal title

Quarterly Review of Economics and Finance

Serial Year

2003

Journal title

Quarterly Review of Economics and Finance

Record number

178378