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Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling, Chang, Carolyn W., Lee, Jin-Ping, Yu, Min-TehJournal:
Pacific-Basin Finance Journal
DOI:
10.1016/j.pacfin.2020.101314
Date:
March, 2020
File:
PDF, 1004 KB
2020