Contingent claim pricing using a normal inverse gaussian probability distortion operator
Frédéric Godin; Silvia Mayoral; Manuel Morales
| Year of publication: |
2012
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|---|---|
| Authors: | Godin, Frédéric ; Mayoral, Silvia ; Morales, Manuel |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 79.2012, 3, p. 841-866
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| Subject: | Risikomodell | Risk model | Performance-Messung | Performance measurement | Preismanagement | Pricing strategy | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| 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/10009616210