An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process

Chuan-Ju Wang, Tian-Shyr Dai. An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process. IEEE Comp. Int. Mag., 13(4):35-45, 2018. [doi]

Abstract

Abstract is missing.