THE APPLICATION OF MONTE CARLO SIMULATION BASED ON NORMAL INVERSE GAUSSIAN DISTRIBUTION IN OPTION PRICING
2015 ◽
pp. 49-62
2008 ◽
Vol 6
(4)
◽
pp. 540-582
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2002 ◽
Vol 57
(1)
◽
pp. 43-52
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2016 ◽
Vol 93
◽
pp. 18-30
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2005 ◽
Vol 85
(8)
◽
pp. 1655-1673
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2012 ◽
Vol 155-156
◽
pp. 424-429
2020 ◽
Vol 27
(1)
◽
pp. 97-108