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    Pricing catastrophe insurance futures and call spreads: an arbitrage approach

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

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    Item Type: Article
    School: School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Sarah Hall
    Date Deposited: 23 Jun 2020 14:05
    Last Modified: 23 Jun 2020 14:05
    URI: https://eprints.bbk.ac.uk/id/eprint/32349

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