Pricing of Catastrophe Risk and the Implied Volatility Smile

Ben Ammar, SemirSemirBen Ammar2023-04-132023-04-132016-07-22https://www.alexandria.unisg.ch/handle/20.500.14171/104109enImplied volatilityOptionsCatastrophe riskTail riskNatural disastersPricing of Catastrophe Risk and the Implied Volatility Smileworking paper