Option Pricing by Esscher Transforms

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Serval ID
serval:BIB_FC79AE8BE9C4
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Option Pricing by Esscher Transforms
Journal
Proceedings of the 24th Astin Colloquium, Cambridge
Author(s)
Gerber H. U., Shiu  E. S. W.
Publication state
Published
Issued date
1993
Volume
2
Pages
305-344
Create date
26/08/2008 18:57
Last modification date
20/08/2019 17:27
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