[Elsevier] Valuing catastrophe equity put options with liquidity risk, default risk and jumps

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journalㄩThe North American Journal of Economics and Finance

AuthorsㄩChao Tang; Peimin Chen; Shu Zhang

Published dateㄩ2025-1-

DOIㄩ10.1016/j.najef.2025.102365

PDF linkㄩhttps://www.sciencedirect.com/sc ... 062940825000051/pdf

Article linkㄩhttps://doi.org/10.1016/j.najef.2025.102365

Article SourceㄩElsevier BV﹝


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