Cite
HARVARD Citation
Koo, E. et al. (2017). Explicit formula for the valuation of catastrophe put option with exponential jump and default risk. Chaos, solitons and fractals. pp. 1-7. [Online].
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Koo, E. et al. (2017). Explicit formula for the valuation of catastrophe put option with exponential jump and default risk. Chaos, solitons and fractals. pp. 1-7. [Online].