Normalized Exponential Tilting (Q5019747): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
+Normal rank
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+Martingales and arbitrage in multiperiod securities markets
+Normal rank
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
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+Q4002114
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+Normal rank
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+A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
+Normal rank
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+Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
+Normal rank