Exponentially Decreasing Distributions for the Logarithm of Particle Size, Proc. Roy. Soc. London A, pp.401-419, 1977. ,
DOI : 10.1098/rspa.1977.0041
Normal Inverse Gaussian Processes and the Modeling of Stock Returns, Research Report, vol.300, 1995. ,
GARCH Option Pricing Model in Incomplete Markets, 2007. ,
The Pricing of Options and Corporate Liabilities, Journal of Political Economy, vol.81, issue.3, pp.637-654, 1973. ,
DOI : 10.1086/260062
Option Pricing Under GARCH Models with Generalized Hyperbolic Innovations (I): Theoretical Results, 2008. ,
Option Pricing Under GARCH Models with Generalized Hyperbolic Innovations (II): Empirical Results, 2008. ,
DOI : 10.1080/14697688.2010.493180
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.394.6223
Asset Pricing, 2002. ,
Empirical Martingale Simulation for Asset Prices, Management Science, vol.44, issue.9, pp.1218-1233, 1998. ,
DOI : 10.1287/mnsc.44.9.1218
The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures, Mathematical Finance-Bachelier Congress, pp.245-267, 2000. ,
DOI : 10.1007/978-3-662-12429-1_12
A Discrete Time Equivalent Martingale Measure, Mathematical Finance, vol.8, issue.2, pp.127-152, 1998. ,
DOI : 10.1111/1467-9965.00048
Option Pricing by Esscher Transforms. Transaction of Society of Actuaries, pp.99-191, 1994. ,
Conditional Heteroskedasticity in Asset Returns, Econometrica, issue.59, pp.347-370, 1991. ,