Pricing of basket options using univariate normal inverse Gaussian approximations
Fred Espen Benth and Pål Nicolai Henriksen
| Year of publication: |
2011
|
|---|---|
| Authors: | Benth, Fred Espen ; Henriksen, Pål Nicolai |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 3, p. 355-376
|
| Subject: | basket option | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009233877