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
    Number of items: 1.

    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 Fri Mar 29 06:44:00 2024 GMT.