Pricing catastrophe options in incomplete markets

Arthur Charpentier

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Keywords: catastrophe options; incomplete market; Gerber-Shiu (search for similar items in EconPapers)
Date: 2008-02-07
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Published in Actuarial and Financial Mathematics Conference, Feb 2008, Gand, Belgium. pp.19-31

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00481185

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