Search Results - subject:"Esscher transform"

Lian, Yu-Min; Chen, Jun-Home - In: Finance research letters 52 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014471998

Siu, Tak Kuen - In: Insurance 113 (2023), pp. 233-250

Persistent link: https://www.econbiz.de/10014466214

Lee, Hangsuck; Song, Seongjoo; Lee, Gaeun - In: Mathematics and financial economics 17 (2023) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10014226252

Lee, Hangsuck; Lee, Gaeun; Song, Seongjoo - In: The journal of futures markets 42 (2022) 4, pp. 692-721

Persistent link: https://www.econbiz.de/10013187581

Lee, Hangsuck; Ha, Hongjun; Lee, Minha - In: The journal of futures markets 42 (2022) 1, pp. 125-151

Persistent link: https://www.econbiz.de/10012796299

Elliott, Robert J.; Siu, Tak Kuen - In: Quantitative finance 22 (2022) 4, pp. 691-705

Persistent link: https://www.econbiz.de/10013367853

Lee, Hangsuck; Jeong, Himchan; Lee, Minha - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457467

Lee, Hangsuck; Kim, Eunchae; Ko, Bangwon - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013449142

Lee, Hangsuck; Choi, Yang Ho; Lee, Gaeun - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013449307

Lee, Hangsuck; Lee, Minha; Ko, Bangwon - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013449375

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