Year 2009
Authors SZU-LANG LIAO
Paper Title Y. C. Wu*;廖四郎;S. D. Shyu, 2009.02, 'Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model/ Insurance: Mathematics and Economics, ' Insurance: Mathematics and Economics, Vol.44, No.1, pp.95-102.(SSCI)(*為通訊作者)
Vol.No 268721
Date of Publication 2009-02-01