Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Pl Nicolai Henriksen
Information about the author Pl Nicolai Henriksen will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Pricing of basket options using univariate normal inverse gaussian approximations
2011
In this paper we study the approximation of a sum of assets having marginal...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
