Pricing of basket options using univariate normal inverse gaussian approximations
| Year of publication: |
2011
|
|---|---|
| Authors: | Benth, Fred Espen ; Henriksen, Pål Nicolai |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 30.2011, 3, p. 355-377
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