Pål Nicolai Henriksen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing barrier options by a regime switching model
Quantitative Finance
2013-06-27Paper
Pricing of basket options using univariate normal inverse Gaussian approximations
Journal of Forecasting
2011-05-10Paper


Research outcomes over time


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