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

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Wu, Yang-che (VerfasserIn)
Weitere Verfasser:	Liao, Szu-Lang (VerfasserIn), Shyu, So-de (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	Aufsatz in Zeitschrift
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