A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6004767
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on the connection between the Esscher-Girsanov transform and the Wang transform |
scientific article; zbMATH DE number 6004767 |
Statements
A note on the connection between the Esscher-Girsanov transform and the Wang transform (English)
0 references
10 February 2012
0 references
Choquet integral
0 references
distortion function
0 references
Esscher-Girsanov transform
0 references
Wang transform
0 references
0 references
