BIROn - Birkbeck Institutional Research Online

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    Journal of Fixed Income

    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 Sat Nov 23 06:53:10 2024 GMT.