Title of article :
Pricing catastrophe bonds by an arbitrage approach
Author/Authors :
Victor E. Vaugirard، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Keywords :
Catastrophe bonds , Path-dependent digital options , jump-diffusion process , Incomplete markets
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
