On Esscher Transforms in Discrete Finance Models

Astin Bulletin 1998 / 11 Vol. 28; Iss. 2

On Esscher Transforms in Discrete Finance Models

Bühlmann, Hans, Delbaen, Freddy, Embrechts, Paul, Shiryaev, Albert N.
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Volume:
28
Language:
english
Journal:
ASTIN Bulletin
DOI:
10.2143/ast.28.2.519064
Date:
November, 1998
File:
PDF, 631 KB
english, 1998
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