Pricing of basket options using univariate normal inverse Gaussian approximations (Q2997946): Difference between revisions

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+Q4167332
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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+A QUASI-MONTE CARLO ALGORITHM FOR THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND VALUATION OF FINANCIAL DERIVATIVES
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+The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
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+Hyperbolic distributions in finance
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+Q5706744
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+Q4935943
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+The normal inverse gaussian lévy process: simulation and approximation
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