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Utility indifference pricing of catastrophe derivatives in a PDMP model

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Author
Szölgyenyi, Michaela
Date
2017-09-13
Type
  • Other Conference Item
Rights / license
In Copyright - Non-Commercial Use Permitted
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Event
Austrian Stochastics Days, Salzburg, Austria
Organisational unit
03951 - Jentzen, Arnulf  
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