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~person:"Godin, Frédéric"
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Godin, Frédéric
Mayoral, Silvia
48
Gzyl, Henryk
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Gomes-Gonçalves, Erika
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Contingent claim pricing using a normal inverse gaussian probability distortion operator
Godin, Frédéric
;
Mayoral, Silvia
;
Morales, Manuel
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
3
,
pp. 841-866
Persistent link: https://www.econbiz.de/10009616210
Saved in:
2
Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator
Godin, Frédéric
;
Mayoral, Silvia
;
Morales, Manuel
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
3
,
pp. 841-867
Persistent link: https://www.econbiz.de/10010012430
Saved in:
3
Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator
Godin, Frédéric
;
Mayoral, Silvia
;
Morales, Manuel
- In:
Journal of Risk & Insurance
79
(
2012
)
3
,
pp. 841-866
Persistent link: https://www.econbiz.de/10010567721
Saved in:
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