1 option
An Asian option approach to the valuation of insurance contracts / by J. David Cummins and Hélyette Geman.
Lippincott Library HG8011.C486 no.92-6
Mixed Availability
- Format:
- Book
- Author/Creator:
- Cummins, J. David.
- Series:
- Center for Research on Risk and Insurance (Series) ; no. 92-6.
- Center for Research on Risk and Insurance ; no. 92-6
- Language:
- English
- Physical Description:
- 19 pages ; 28 cm.
- Place of Publication:
- [Philadelphia, Pa.] : Center for Research on Risk and Insurance, Wharton School of the University of Pennsylvania, 1992.
- Notes:
- "December 9, 1992."
- Includes bibliographical references.
- OCLC:
- 81750298
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