Utility indifference pricing of catastrophe derivatives in a PDMP model

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Author
Szölgyenyi, Michaela
Eichler, Andreas
Leobacher, Gunther
Date
2017-09-13
Type
    Other Conference Item
Publication status
published
External links
http://oemg-dmv-2017.sbg.ac.at/index.php/program/program-day-by-day-and-downloads
Pages / Article No.
244 - 244
Publisher
ÖMG
Event
6th Austrian Stochastics Days, Salzburg, Austria, September 11-15, 2017
Organisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)  
09557 - Cheridito, Patrick / Cheridito, Patrick  
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yes
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