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scientific article; zbMATH DE number 5226489
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scientific article; zbMATH DE number 5226489

    Statements

    author
    Rong-Ming Wang
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    Jingyu Liao
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    Lin-Yi Qian
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    publication date
    14 January 2008
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    zbMATH Keywords
    Esscher transformation
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    participation rate
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    point to point method
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    annual reset
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    martingale probability measures
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    Identifiers

    zbMATH DE Number
    5226489
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