Year 2009
Authors SZU-LANG LIAO
Paper Title 吳仰哲*;廖四郎;徐守德, 2009.02, 'Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model, ' Insurance: Mathematics and Economics, Vol.44, No.1, pp.95-102.(SSCI)(*為通訊作者)
Vol.No 288199
Date of Publication 2009-02-01
Reference URL http://nccur.lib.nccu.edu.tw/handle/140.119/63906