Esscher transforms and consumption-based models
| Year of publication: |
2009
|
|---|---|
| Authors: | Badescu, Alex ; Elliott, Robert J. ; Siu, Tak Kuen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 3, p. 337-347
|