ARTICLES - On Esscher Transforms in Discrete Finance Models
Authors: | Bühlmann, H. ; Delbaen, F. ; Embrechts, P. ; Shiryaev, A.N. |
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Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 4192011. - Vol. 19980, 02800, p. 171-186
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