The cumulant process and Esscher's change of measure

Albert Shiryaev, A SHIRYAEV, J KALLSEN

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{400513c35c84477888fbb2018c6ca9e2,

title = "The cumulant process and Esscher's change of measure",

author = "Albert Shiryaev and A SHIRYAEV and J KALLSEN",

year = "2002",

month = oct,

day = "1",

doi = "10.1007/s007800200069",

language = "English",

volume = "6(4)",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Nature",

}