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Pricing exotic options using the Wang transform
Labuschagne, Coenraad C. A.
;
Offwood, Theresa M.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 139-150
Persistent link: https://www.econbiz.de/10009779326
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A note on the connection between the Esscher-Girsanov transform and the Wang transform
Labuschagne, Coenraad C. A.
;
Offwood, Theresa M.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 385-390
Persistent link: https://www.econbiz.de/10008747006
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