Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson. Pricing of Some Exotic Options with NIG-Lévy Input. In Marian Bubak, G. Dick van Albada, Peter M. A. Sloot, Jack Dongarra, editors, Computational Science - ICCS 2004, 4th International Conference, Kraków, Poland, June 6-9, 2004, Proceedings, Part IV. Volume 3039 of Lecture Notes in Computer Science, pages 795-802, Springer, 2004. [doi]
Abstract is missing.