Contingent Claim Pricing Using a Normal Inverse Gaussian...

Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator

Frédéric Godin, Silvia Mayoral, Manuel Morales
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Volume:
79
Year:
2012
Language:
english
Pages:
1
DOI:
10.1111/j.1539-6975.2011.01445.x
File:
PDF, 400 KB
english, 2012
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