Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model (Q4661673)
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scientific article; zbMATH DE number 2149134
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| English | Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model |
scientific article; zbMATH DE number 2149134 |
Statements
Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model (English)
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30 March 2005
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equilibrium pricing
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Esscher transform
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Wang transform
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distorted probabiltiy
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exponential tilting
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optimal exchange
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0.8525366187095642
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0.8392857313156128
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0.7922298908233643
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0.7727223634719849
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