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Please use this identifier to cite or link to this item: http://doi.org/10.15057/16521

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Title: An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process
Authors: Fujita, Takahiko
Ishimura, Naoyuki
Tanaka, Daichi
Issue Date: Dec-2008
Publisher: Hitotsubashi University
Citation: Hitotsubashi Journal of Economics
Volume: 49
Issue: 2
Start Page: 67
End Page: 74
Language: eng
DOI: 10.15057/16521
Text Version: publisher
Appears in Collections:Vol. 49, no. 2 (Dec. 2008)

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