Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Yang-Che Wu, Szu-Lang Liao, So-De Shyu
| Year of publication: |
2009
|
|---|---|
| Authors: | Wu, Yang-che ; Liao, Szu-Lang ; Shyu, So-de |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 1, p. 95-102
|
| Subject: | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517655