Analytical valuation of catastrophe equity options with negative exponential jumps

Chang, L.-f.L.-f.ChangMAO-WEI HUNG2020-02-152020-02-152009https://scholars.lib.ntu.edu.tw/handle/123456789/459379Analytical valuation of catastrophe equity options with negative exponential jumpsjournal article10.1016/j.insmatheco.2008.09.0092-s2.0-58249086348https://www.scopus.com/inward/record.uri?eid=2-s2.0-58249086348&doi=10.1016%2fj.insmatheco.2008.09.009&partnerID=40&md5=c9190582163b2db4a2581477dac002d1