Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824): Difference between revisions

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+Stochastic Volatility for Lévy Processes
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+Time Changes for Lévy Processes
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+Actuarial bridges to dynamic hedging and option pricing
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+Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
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+Q5337685
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