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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
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