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Conference Papers Year : 2008

Pricing catastrophe options in incomplete markets

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halshs-00481185 , version 1 (06-05-2010)

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  • HAL Id : halshs-00481185 , version 1

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Arthur Charpentier. Pricing catastrophe options in incomplete markets. Actuarial and Financial Mathematics Conference, Feb 2008, Gand, Belgium. pp.19-31. ⟨halshs-00481185⟩
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