On Esscher Transforms in Discrete Finance Models
| Year of publication: |
1998-11-01
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| Authors: | Bühlmann, Hans ; Delbaen, Freddy ; Embrechts, Paul ; Shiryaev, Albert N. |
| Institutions: | Technische Hochschule <Zürich> ; Steklov Mathematical Institute <Moscow> |
| Published in: | |
| Subject: | Versicherungsbetriebslehre | insurance management | Versicherungswirtschaft | Versicherungsmathematik |
| Extent: | 565248 bytes 16 p. application/pdf |
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| Type of publication: | Article |
| Language: | English |
| Classification: | Management of insurance ; Insurance Industry ; Individual Articles ; No country specification |
| Source: | USB Cologne (business full texts) |
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