Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Min-Teh Yu
Information about the author Min-Teh Yu will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes
2011
We derive the pricing formula for catastrophe equity put options (CatEPuts) by...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers