Please use this identifier to cite or link to this item:
https://hdl.handle.net/10216/112800| Author(s): | Claúdia Ribeiro Nick Webber |
| Title: | A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge |
| Issue Date: | 2004-01 |
| URI: | https://repositorio-aberto.up.pt/handle/10216/112800 |
| Document Type: | Trabalho Académico |
| Rights: | openAccess |
| Appears in Collections: | FEP - Trabalho Académico |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 273064.pdf | FORC - Financial Options Research Centre, Warwick Business School, Pre-Print Series, PP 04-206. | 195.6 kB | Adobe PDF |  View/Open |
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