Gestion et titrisation des risques de catastrophe naturelle par les options
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References listed on IDEAS
- Merton, Robert C., 1976.
"Option pricing when underlying stock returns are discontinuous,"
Journal of Financial Economics,
Elsevier, vol. 3(1-2), pages 125-144.
- Merton, Robert C., 1975. "Option pricing when underlying stock returns are discontinuous," Working papers 787-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Gharbi, Sami & Sahut, Jean-Michel & Teulon, Frédéric, 2014.
"R&D investments and high-tech firms' stock return volatility,"
Technological Forecasting and Social Change,
Elsevier, vol. 88(C), pages 306-312.
- Sami Gharbi & Jean-Michel Sahut & Frédéric Teulon, 2014. "R&D investments and high-tech firms' stock return volatility," Working Papers 2014-218, Department of Research, Ipag Business School.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Jean-Michel Sahut & Sandrine Boulerne, 2014. "Flaws in Banking Governance," Working Papers 2014-290, Department of Research, Ipag Business School.
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- repec:ipg:wpaper:2014-591 is not listed on IDEAS
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KeywordsTotal loss ratio; risk transfer; alternative risk; insurance; securitization; natural disaster option; reinsurance.;
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