THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND THE PRICING OF DERIVATIVES
| Year of publication: |
2009
|
|---|---|
| Authors: | Eriksson, Anders ; Ghysels, Eric ; Wang, Fangfang |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 16.2009, 3, p. 23-37
|