Pages that link to "Item:Q1003824"
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The following pages link to Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824):
Displaying 7 items.
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
- Pricing basket options by polynomial approximations (Q670300) (← links)
- Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform (Q2874728) (← links)
- Pricing of basket options using univariate normal inverse Gaussian approximations (Q2997946) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
