Esscher transforms and consumption-based models

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Publication:659151

DOI10.1016/j.insmatheco.2009.08.001zbMath1231.91423OpenAlexW1984392265MaRDI QIDQ659151

Robert J. Elliott, Tak Kuen Siu, Alexandru M. Badescu

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.08.001



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