Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
| Year of publication: |
2009
|
|---|---|
| Authors: | Wu, Yang-Che ; Liao, Szu-Lang ; Shyu, So-De |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 1, p. 95-102
|