"QMC techniques for CAT bond pricing."

Hansjörg Albrecher, Jürgen Hartinger, Robert F. Tichy (2004)

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DOI: 10.1515/MCMA.2004.10.3-4.197

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type: Journal Article

metadata version: 2024-10-06

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Hansjörg Albrecher, Jürgen Hartinger, Robert F. Tichy:
QMC techniques for CAT bond pricing. Monte Carlo Methods Appl. 10(3-4): 197-211 (2004)

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