Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty

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DOI:

https://doi.org/10.14313/JAMRIS_3-2014/23

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Published

22.01.2014

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ISSUE 03/2014

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Articles

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Authors retain copyright. Authors grant the journal a non-exclusive right to publish the article. Articles are published under the CC BY-NC-ND 4.0 licence.

How to Cite

Nowak, P., & Romaniuk, M. (2014). Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty. Journal of Automation, Mobile Robotics and Intelligent Systems, 8(3), 19-27. https://doi.org/10.14313/JAMRIS_3-2014/23