BIROn - Birkbeck Institutional Research Online
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    Jump to: 1995
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    1995

    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 Mar 28 02:50:55 2024 GMT.