Esscher transform

Research output: Chapter in Book/Report/Conference proceeding › Entry for encyclopedia/dictionary/reference book

Original language	English
Title of host publication	Encyclopedia of quantitative finance
Editors	Rama Cont
Place of Publication	Chichester, West Sussex, England ; Hoboken, NJ
Publisher	John Wiley & Sons
Pages	589-592
Number of pages	4
Volume	2
ISBN (Print)	9780470057568
Publication status	Published - 2010

Cite this

@inbook{2977094f6a28405fb2b5e8b5dd9ba37a,

title = "Esscher transform",

author = "Siu, \{Tak Kuen\}",

year = "2010",

language = "English",

isbn = "9780470057568",

volume = "2",

pages = "589--592",

editor = "Rama Cont",

booktitle = "Encyclopedia of quantitative finance",

publisher = "John Wiley \& Sons",

address = "United States",

}