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]
@article{WangD18-10,
title = {An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process},
author = {Chuan-Ju Wang and Tian-Shyr Dai},
year = {2018},
doi = {10.1109/MCI.2018.2866728},
url = {https://doi.org/10.1109/MCI.2018.2866728},
researchr = {https://researchr.org/publication/WangD18-10},
cites = {0},
citedby = {0},
journal = {IEEE Comp. Int. Mag.},
volume = {13},
number = {4},
pages = {35-45},
}