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Document Details :

Title: On Esscher Transforms in Discrete Finance Models
Author(s): BUEHLMANN, H. , DELBAEN, F. , EMBRECHTS, P. , SHIRYAEV, A.N.
Journal: ASTIN Bulletin
Volume: 28    Issue: 2   Date: November 1998   
Pages: 171-186
DOI: 10.2143/AST.28.2.519064

Abstract :
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