✦ LIBER ✦

The cumulant process and Esscher's change of measure

✍ Scribed by Jan Kallsen; Albert N. Shiryaev

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Application of Levy processes and Essche

✍ Nowak, Piotr; Romaniuk, Maciej 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 692 KB

Changing places—the role of heterogeneit

✍ Armin Schmutzler 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 146 KB

The Ambiguity of the Consumer's Surplus

✍ C. D. Foster and H. L. I. Neuburger 📂 Article 📅 1974 🏛 Oxford University Press 🌐 English ⚖ 894 KB

The Process of Change

✍ Karl Tomm 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 52 KB

Observations on the Measure of Change

✍ Charles H. Cooley 📂 Article 📅 1893 🏛 American Statistical Association 🌐 English ⚖ 543 KB

Adaptive estimation of the fourth-order

✍ Pierre-Olivier Amblard; Jean-Marc Brossier 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 495 KB