Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator
| 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 4106738. - Vol. 79.2012, 3, p. 841-867
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