Valuing catastrophe bonds involving correlation and CIR interest rate model
Crossref DOI link: https://doi.org/10.1007/s40314-016-0348-2
Published Online: 2016-05-12
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nowak, Piotr
Romaniuk, Maciej
License valid from 2016-05-12