Esscher transform

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary/reference book

Original languageEnglish
Title of host publicationEncyclopedia of quantitative finance
EditorsRama Cont
Place of PublicationChichester, West Sussex, England ; Hoboken, NJ
PublisherJohn Wiley & Sons
Pages589-592
Number of pages4
Volume2
ISBN (Print)9780470057568
Publication statusPublished - 2010

Cite this

Siu, T. K. (2010). Esscher transform. In R. Cont (Ed.), Encyclopedia of quantitative finance (Vol. 2, pp. 589-592). Chichester, West Sussex, England ; Hoboken, NJ: John Wiley & Sons.