Pricing catastrophe insurance futures and call spreads: an arbitrage approach
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.
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Official URL: https://doi.org/10.3905/jfi.1995.408128
Metadata
Item Type: | Article |
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School: | School of Business, Economics & Informatics > Economics, Mathematics and Statistics |
Depositing User: | Sarah Hall |
Date Deposited: | 23 Jun 2020 14:05 |
Last Modified: | 29 Mar 2023 05:25 |
URI: | https://eprints.bbk.ac.uk/id/eprint/32349 |
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