Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework"
written by Zied Chaieb, Djibril Gueye,
published by Journal of Mathematical Finance, Vol.12 No.3, 2022

has been cited by the following article(s):

[1]	A Reduced Form Approach for Modeling Credit Risk Sensitivity to Excessive CO2 Emissions
	Available at SSRN 4544934, 2023

[2]	Generalized Cox model for default times
	Frontiers of Mathematical Finance, 2022

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[1]	Generalized Cox model for default times Frontiers of Mathematical Finance, 2022 DOI:10.3934/fmf.2022004