Results 161 to 170 of about 598,241 (259)
Providing pandemic business interruption coverage with double trigger cat bonds. [PDF]
Geneva Pap Risk Insur Issues Pract, 2023 Schmitt A, Spaeter S.
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HEDGING EUROPEAN DERIVATIVES WITH THE POLYNOMIAL VARIANCE SWAP UNDER UNCERTAIN VOLATILITY ENVIRONMENTS [PDF]
, 2011 Akihiko Takahashi +2 more
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Decoding the cryptocurrency user: An analysis of demographics and sentiments. [PDF]
HeliyonCampino J, Yang S.
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Central bank swap arrangements in the COVID-19 crisis. [PDF]
J Int Money Finance, 2022 Aizenman J, Ito H, Pasricha GK.
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A Mellin Transform Approach to the Pricing of Options with Default Risk. [PDF]
Comput Econ, 2022 Choi SY, Veng S, Kim JH, Yoon JH.
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Pricing credit default swaps under a multi-scale stochastic volatility model [PDF]
, 2016 Wenting Chen, Xin‐Jiang He
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Hedging climate change risks in Southern Africa's agricultural industry using catastrophe bonds. [PDF]
JambaMutsvene T, Klingelhöfer HE.
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Analytical review of Recurring-window based time-varying portfolio crash risks
, 2022 Malhotra R.
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Interest rate volatility and financing of Islamic banks. [PDF]
PLoS One, 2022 Nouman M +5 more
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