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Mathematical finance / Generalised hyperbolic distribution / Ole Barndorff-Nielsen / Hyperbolic distribution / Volatility / Stable distribution / Normal distribution / Distribution / Normal-inverse Gaussian distribution / Mathematical analysis / Statistics / Probability
Date: 1999-12-16 06:32:30
Mathematical finance
Generalised hyperbolic distribution
Ole Barndorff-Nielsen
Hyperbolic distribution
Volatility
Stable distribution
Normal distribution
Distribution
Normal-inverse Gaussian distribution
Mathematical analysis
Statistics
Probability

The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures

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