A note on the connection between the Esscher–Girsanov transform and the Wang transform
| Year of publication: |
2010
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|---|---|
| Authors: | Labuschagne, Coenraad C.A. ; Offwood, Theresa M. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 47.2010, 3, p. 385-391
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