Pages that link to "Item:Q659151"
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The following pages link to Esscher transforms and consumption-based models (Q659151):
Displaying 3 items.
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
