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ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
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On Esscher Transforms in Discrete Finance Models
Bühlmann, Hans
;
Delbaen, Freddy
;
Embrechts, Paul
; …
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Technische Hochschule <Zürich>
;
Steklov Mathematical …
-
1998
This paper deals with Esscher transforms in discrete finance models.
Persistent link: https://www.econbiz.de/10005847240
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