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Valuation of Catastrophe Equity Put Options with Correlated Default Risk and Jump Risk
BI, Hongwei, WANG, Guanying, WANG, XingchunLanguage:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2018.08.014
Date:
August, 2018
File:
PDF, 563 KB
english, 2018