Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing
Crossref DOI link: https://doi.org/10.1007/s11156-023-01195-8
Published Online: 2023-09-10
Published Print: 2024-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mozumder, Sharif
Talukdar, Bakhtear http://orcid.org/0000-0001-6650-8665
Kabir, M. Humayun
Li, Bingxin
Text and Data Mining valid from 2023-09-10
Version of Record valid from 2023-09-10
Article History
Accepted: 16 August 2023
First Online: 10 September 2023