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

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Item Type:	Article
School:	Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Depositing User:	Sarah Hall
Date Deposited:	23 Jun 2020 14:05
Last Modified:	02 Aug 2023 18:00
URI:	https://eprints.bbk.ac.uk/id/eprint/32349

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