The Normal Inverse Gaussian Distribution and the Pricing of Derivatives.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 23, doi. 10.3905/JOD.2009.16.3.023
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2009 AND VI 16 AND IP 3
Results: 5
1
2
The Impact of Jump Dynamics on the Predictive Power of Option-Implied Densities.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 9, doi. 10.3905/JOD.2009.16.3.009
- By:
- Publication type:
- Article
3
Viewing the Financial Crisis from 20,000 Feet Up.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 53, doi. 10.3905/JOD.2009.16.3.053
- By:
- Publication type:
- Article
4
Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 38, doi. 10.3905/JOD.2009.16.3.038
- By:
- Publication type:
- Article
5
Untitled.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 1
- By:
- Publication type:
- Article