Work

Option pricing by Esscher transforms.

Year: 1995

Type: article

Source: IRIS

Authors: Hans U. Gerber, Shiu E.S.W.

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2992033152

FWCI: 14.01

Cites: 96

Cited by: 657

Related to: 10