PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES
KUDRYAVTSEV, OLEG, LEVENDORSKIǏ, SERGEIVolume:
9
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024906003834
Date:
September, 2006
File:
PDF, 502 KB
english, 2006