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"Pricing index-based catastrophe bonds: Part 1: Formulation and ..."

André J. A. Unger (2010)

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DOI: 10.1016/J.CAGEO.2009.06.010

access: closed

type: Journal Article

metadata version: 2020-02-21

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André J. A. Unger:
Pricing index-based catastrophe bonds: Part 1: Formulation and discretization issues using a numerical PDE approach. Comput. Geosci. 36(2): 139-149 (2010)

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