The cumulant process and Esscher's change of measure
Year of publication: |
2002
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Authors: | Kallsen, Jan ; Shiryaev, Albert N. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 6.2002, 4, p. 397-428
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