Work

The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Year: 2002

Type: book-chapter

Source: Springer finance

DOI: 10.1007/978-3-662-12429-1_12

Authors: Ernst Eberlein, Karsten Prause

Institution: University of Freiburg

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1486748438

FWCI: 49.32

Cites: 38

Cited by: 280

Related to: 10