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A note on the connection between the Esscher–Girsanov transform and the Wang transform

✍ Scribed by Coenraad C.A. Labuschagne; Theresa M. Offwood

Book ID: 108153181
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 238 KB
Volume: 47
Category: Article
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2010.08.004

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