Elliott, Robert J.; Siu, Tak Kuen; Badescu, Alex - In: Managerial Finance 37 (2011) October, pp. 1025-1047
modified version of the Esscher transform, namely, a double Esscher transform, is used to specify a price kernel so that both … general, incomplete. A modified version of the Esscher transform, namely, a double Esscher transform, is used to specify a …
