"The cumulant process and Esscher's change of measure."

Jan Kallsen, Albert N. Shiryaev (2002)

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DOI: 10.1007/S007800200069

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jan Kallsen, Albert N. Shiryaev:
The cumulant process and Esscher's change of measure. Finance Stochastics 6(4): 397-428 (2002)

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