Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

Published 2008 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Authors
Keywords
-
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 44, Issue 1, Pages 95-102
Publisher
Elsevier BV
Online
2008-11-13
DOI
10.1016/j.insmatheco.2008.10.007

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.