Found: 17
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Hurricane Bond Price Dependency on Underlying Hurricane Parameters.
- Published in:
- Asia-Pacific Journal of Risk & Insurance, 2021, v. 15, n. 1, p. 1, doi. 10.1515/apjri-2020-0017
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- Article
Portfolio optimization in the catastrophe space.
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- European Financial Management, 2020, v. 26, n. 5, p. 1414, doi. 10.1111/eufm.12265
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- Article
Pricing Options with Physically Based Exercise and Random Maturity.
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- Journal of Insurance Issues, 2020, v. 43, n. 1, p. 59
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- Article
SUBORDINATED BINOMIAL OPTION PRICING.
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- Journal of Financial Research, 2006, v. 29, n. 4, p. 559, doi. 10.1111/j.1475-6803.2006.00194.x
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- Article
OPTIMAL FUTURES HEDGE WITH MARKING-TO-MARKET AND STOCHASTIC INTEREST RATES.
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- Journal of Financial Research, 1996, v. 19, n. 3, p. 309, doi. 10.1111/j.1475-6803.1996.tb00216.x
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- Article
A NO-ARBITRAGE MARTINGALE ANALYSIS FOR JUMP-DIFFUSION VALUATION.
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- Journal of Financial Research, 1995, v. 18, n. 3, p. 351, doi. 10.1111/j.1475-6803.1995.tb00571.x
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- Article
AN IMPLICIT MEASURE OF THE EFFECTIVE BID-ASK SPREAD: A NOTE.
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- Journal of Financial Research, 1993, v. 16, n. 1, p. 71, doi. 10.1111/j.1475-6803.1993.tb00128.x
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- Article
Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time.
- Published in:
- Management Science, 1996, v. 42, n. 7, p. 974, doi. 10.1287/mnsc.42.7.974
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- Article
Forward and Futures Prices: Evidence from the Foreign Exchange Markets.
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- Journal of Finance (Wiley-Blackwell), 1990, v. 45, n. 4, p. 1333, doi. 10.1111/j.1540-6261.1990.tb02442.x
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- Article
Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach.
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- Journal of Risk & Insurance, 1996, v. 63, n. 4, p. 599, doi. 10.2307/253473
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- Article
An Integrated Approach to Pricing Catastrophe Reinsurance.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 51, doi. 10.3390/risks5030051
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- Article
OPTIMUM FUTURES HEDGE IN THE PRESENCE OF CLUSTERED SUPPLY AND DEMAND SHOCKS, STOCHASTIC BASIS, AND FIRM'S COSTS OF HEDGING.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 12, p. 1209, doi. 10.1002/fut.10106
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- Article
OPTIMUM FUTURES HEDGES WITH JUMP RISK AND STOCHASTIC BASIS.
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- Journal of Futures Markets, 1996, v. 16, n. 4, p. 441, doi. 10.1002/(SICI)1096-9934(199606)16:4<441::AID-FUT5>3.0.CO;2-I
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- Article
Leverage Strategies of Real Estate Investment Trusts and Real Estate Operating Companies.
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- International Real Estate Review, 2024, v. 27, n. 1, p. 80, doi. 10.53383/100377
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- Article
Doubly-Binomial Option Pricing with Application to Insurance Derivatives.
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- Review of Pacific Basin Financial Markets & Policies, 2005, v. 8, n. 3, p. 501, doi. 10.1142/S0219091505000439
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- Article
Hedging the impact of climate change in the catastrophe space.
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- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 341, doi. 10.69554/cuvo3113
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- Article
Optimum Hurricane Futures Hedge in a Warming Environment: A Risk-Return Jump-Diffusion Approach.
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- Journal of Risk & Insurance, 2014, v. 81, n. 1, p. 199, doi. 10.1111/j.1539-6975.2012.01492.x
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- Article