Items where Author is "Kallsen, Jan"
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Kallsen, Jan and Shiryaev, Albert N. (2002) The cumulant process and Esscher's change of measure. Finance and Stochastics, 6 (4). pp. 397-428. ISSN 1432-1122
Kallsen, Jan and Shiryaev, Albert N. (2002) The cumulant process and Esscher's change of measure. Finance and Stochastics, 6 (4). pp. 397-428. ISSN 1432-1122