Esscher-transformation and financial risk measurement techniques(PDF)
长安大学学报（自然科学版）[ISSN:1006-6977/CN:61-1281/TN]
- Issue:
- 2005年02期
- Page:
- 106-110
- Research Field:
- Publishing date:
- 2005-04-20
Info
- Title:
- Esscher-transformation and financial risk measurement techniques
- Author(s):
- HE Si-hui1; 2; LI Jiao-rui1; 2; LI Jia-jun1
- 1.Center of Economic Research, Northwest Polytechnical University, Xi’an 710072, China; 2. School of Statistics,Xi’an Finance and Economics University, Xi’an 710061, China
- Keywords:
- -
- PACS:
- F224
- DOI:
- -
- Abstract:
- -
Last Update: 2005-04-20