Option pricing by Esscher transforms

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Serval ID
serval:BIB_F9D2BB688274
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Option pricing by Esscher transforms
Journal
Transactions of the Society of Actuaries
Author(s)
Gerber H.U., Shiu E.S.W.
Publication state
Published
Issued date
1994
Volume
46
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_F9D2BB688274
Publisher's website
http://www.soa.org/library/research/transactions-of-society-of-actuaries/1990-95/1994/january/tsa94v467.pdf
Create date
26/08/2008 18:36
Last modification date
20/08/2019 17:25
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