On option pricing under a completely random measure via a generalized Esscher transform (Q938038): Difference between revisions

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-Tak Kuen Siu
@@ Property / author: Tak Kuen Siu / rank @@
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+Tak Kuen Siu
@@ Property / author: Tak Kuen Siu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2008.03.006
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+W2042627825
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