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This paper addresses one of the main issues regarding numerical derivatives valuation, particularly the search for an alternative to the normality assumption of underlying asset returns, to obtain the price by using numerical techniques. There might be difficulties in making normality assumptions, which could produce over-valuated or sub-valuated prices of derivatives. Under this consideration, the Generalized Hyperbolic family has been proven to be a proper selection to model heavy taileddoi:10.4236/tel.2018.83035 fatcat:n4hgf35ggraelpqxjfab7o4c6y