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- 2013-06-25 Paper Valuing variable annuity guarantees with the multivariate Esscher transform 2011-12-21 Paper Modeling old-age mortality risk for the populations...10 bytes (20 words) - 06:56, 12 December 2023
- and upper pricing of financial assets 2022-06-03 Paper A generalized Esscher transform for option valuation with regime switching risk 2022-05-27 Paper C...10 bytes (18 words) - 02:32, 10 December 2023
- Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform 2019-05-15 Paper https://portal.mardi4nfdi.de/entity/Q3517722 2008-08-12...10 bytes (18 words) - 19:39, 26 December 2023
- https://portal.mardi4nfdi.de/entity/Q6162185 2023-06-15 Paper On two-parametric Esscher transform for geometric CGMY Lévy processes 2017-05-31 Paper...10 bytes (16 words) - 13:08, 7 October 2023
- calculation for extreme losses using the shot noise process and the Esscher transform 2004-11-29 Paper Pricing of catastrophe reinsurance and derivatives...10 bytes (17 words) - 03:35, 12 December 2023
- insurance premiums and non-recourse provisions using the conditional Esscher transform 2012-02-10 Paper Mortality Regimes and Pricing 2011-12-21 Paper Portfolio...10 bytes (20 words) - 18:12, 12 December 2023
- calculation for extreme losses using the shot noise process and the Esscher transform 2004-11-29 Paper https://portal.mardi4nfdi.de/entity/Q2741112 2002-04-21...10 bytes (16 words) - 21:35, 24 September 2023
- insurance premiums and non-recourse provisions using the conditional Esscher transform 2012-02-10 Paper https://portal.mardi4nfdi.de/entity/Q3562647 2010-05-27...10 bytes (18 words) - 18:12, 12 December 2023
- Option pricing under threshold autoregressive models by threshold Esscher transform 2006-07-14 Paper Testing for a linear MA model against threshold MA...10 bytes (17 words) - 05:21, 9 December 2023
- mardi4nfdi.de/entity/Q2888088 2012-05-30 Paper The Risk Premium and the Esscher Transform in Power Markets 2012-03-07 Paper Some results on correlation matrices...10 bytes (16 words) - 15:12, 11 December 2023
- 2022-06-21 Paper Exchange option pricing in jump-diffusion models based on esscher transform 2021-10-01 Paper https://portal.mardi4nfdi.de/entity/Q4995655 2021-07-01...10 bytes (16 words) - 19:44, 6 October 2023
- CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM 2014-08-08 Paper Pricing equity and debt tranches of collateralized...10 bytes (18 words) - 00:04, 25 September 2023
- parameter uncertainty 2007-12-18 Paper The minimal entropy measure and an Esscher transform in an incomplete market model 2007-08-23 Paper Characterisation of...10 bytes (17 words) - 13:40, 7 October 2023
- Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform 2019-05-15 Paper A new defined benefit pension risk measurement methodology...10 bytes (19 words) - 16:10, 11 December 2023
- CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM 2014-08-08 Paper https://portal.mardi4nfdi.de/entity/Q3003679 2011-05-30...10 bytes (18 words) - 17:08, 24 September 2023
- Publication Type A note on the connection between the Esscher-Girsanov transform and the Wang transform 2012-02-10 Paper A description of Banach space-valued...10 bytes (18 words) - 09:52, 6 October 2023
- Paper q-Esscher transformed Laplace distribution 2022-05-23 Paper https://portal.mardi4nfdi.de/entity/Q5269529 2017-06-27 Paper Marshall-Olkin Esscher transformed...10 bytes (16 words) - 13:43, 6 October 2023
- insurance premiums and non-recourse provisions using the conditional Esscher transform 2012-02-10 Paper Assigning real-time tasks to heterogeneous processors...10 bytes (17 words) - 22:03, 9 December 2023
- for Esscher-transformed Laplace distribution 2019-01-03 Paper https://portal.mardi4nfdi.de/entity/Q5269529 2017-06-27 Paper Marshall-Olkin Esscher transformed...10 bytes (16 words) - 03:49, 7 October 2023
- 2022-05-12 Paper Exchange option pricing in jump-diffusion models based on esscher transform 2021-10-01 Paper https://portal.mardi4nfdi.de/entity/Q4995655 2021-07-01...10 bytes (16 words) - 11:23, 6 October 2023
