Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator
Year of publication: |
2012
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Authors: | Godin, Frédéric ; Mayoral, Silvia ; Morales, Manuel |
Published in: |
Journal of Risk & Insurance. - American Risk and Insurance Association - ARIA, ISSN 0022-4367. - Vol. 79.2012, 3, p. 841-866
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Publisher: |
American Risk and Insurance Association - ARIA |
Saved in:
Online Resource
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