Pages that link to "Item:Q2997946"
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The following pages link to Pricing of basket options using univariate normal inverse Gaussian approximations (Q2997946):
Displaying 4 items.
- Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)