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The Normal Inverse Gaussian Distribution and the Pricing of Derivatives
Eriksson, Anders, Ghysels, Eric, Wang, FangfangVolume:
16
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/JOD.2009.16.3.023
Date:
February, 2009
File:
PDF, 1.17 MB
english, 2009