Van der Merwe, J., & Giuricich, M. N. (2016). Pricing index-linked catastrophe bonds via Monte Carlo simulation. Division of Actuarial Science.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
Van der Merwe, Justin, and Mario Nicolo Giuricich. Pricing Index-linked Catastrophe Bonds via Monte Carlo Simulation. Division of Actuarial Science, 2016.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
Van der Merwe, Justin, and Mario Nicolo Giuricich. Pricing Index-linked Catastrophe Bonds via Monte Carlo Simulation. Division of Actuarial Science, 2016.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.