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College of Management / 管理學院
International Business / 國際企業學系
Analytical valuation of catastrophe equity options with negative exponential jumps
Details
Analytical valuation of catastrophe equity options with negative exponential jumps
Journal
Insurance: Mathematics and Economics
Journal Volume
44
Journal Issue
1
Pages
59-69
Date Issued
2009
Author(s)
Chang, L.-f.
MAO-WEI HUNG
DOI
10.1016/j.insmatheco.2008.09.009
URI
https://scholars.lib.ntu.edu.tw/handle/123456789/459379
URL
https://www.scopus.com/inward/record.uri?eid=2-s2.0-58249086348&doi=10.1016%2fj.insmatheco.2008.09.009&partnerID=40&md5=c9190582163b2db4a2581477dac002d1
SDGs
[SDGs]SDG17
Type
journal article