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 |