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  Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution

  Writer : Neisy، Abdolsadeh ؛ Peymany، Moslem ؛ Amiri، Meisam ؛ Corresponding Author : Mahmoudpour، Nasrollah ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2022, Volume 2 - Number 1 (‎16 page(s) - From 71 to 86 )

  Keywords:Numerical SolutionCatastrophe SwapStochastic DamageEarthquake Damage

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