Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals
| Year of publication: |
2002
|
|---|---|
| Authors: | Aase, Knut K. |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 114.2002, p. 15-32
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