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On Esscher Transforms in Discrete Finance Models
Bühlmann, Hans; Delbaen, Freddy; Embrechts, Paul; … - 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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Editorial
Delbaen, Freddy; Embrechts, Paul; Föllmer, Hans; … - In: Finance and Stochastics 8 (2004) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10005613428
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Editorial
Delbaen, Freddy; Embrechts, Paul; Föllmer, Hans; … - In: Finance and stochastics 8 (2004) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008215026