Option prices in a model with stochastic disaster risk /

Seo, Sang Byung

Option prices in a model with stochastic disaster risk / Sang Byung Seo and Jessica A. Wachter - Cambridge NBER 2013 - 70p - NBER Working Paper ; 19611 .


NBERWP 19611
E10764.pdf

For any Suggestions or Query, please contact the library staff @ lib@igidr.ac.in or Phone: 022-69096504/69096563