A note on the connection between the Esscher-Girsanov transform and the Wang transform
Coenraad C. A. Labuschagne; Theresa M. Offwood
| Year of publication: |
2010
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|---|---|
| Authors: | Labuschagne, Coenraad C. A. ; Offwood, Theresa M. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 3, p. 385-390
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008747006