Birkbeck, University of London logo
BIROn - Birkbeck Institutional Research Online
    Up a level
    Export as [feed] Atom [feed] RSS
    Group by: Item Type | Date | Journal or Publication Title | No Grouping
    Jump to: Article
    Number of items: 1.

    Article

    Cummins, J.D. and Geman, Hélyette (1995) Pricing catastrophe insurance futures and call spreads: an arbitrage approach. Journal of Fixed Income 4 (4), pp. 46-57.

    This list was generated on Thu May 2 06:35:57 2024 BST.