Work

The Price of Higher Order Catastrophe Insurance: The Case of VIX Options

Year: 2020

Type: article

Source: The Journal of Finance

DOI: 10.1111/jofi.13182

Authors: BJØRN ERAKER, AOXIANG YANG

Institutions: University of Wisconsin System, University of Wisconsin–Madison, University of Copenhagen, Peking University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4297375486

FWCI: 3.117

Cites: 68

Cited by: 24

Related to: 10