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Mathematical finance / Mathematics / Martingale theory / Girsanov theorem / Risk-neutral measure / Martingale / Radon–Nikodym theorem / Statistics / Mathematical analysis / Stochastic processes


Esscher Transforms and Consumption-Based Models Alex Badescu∗ Department of Mathematics and Statistics University of Calgary Calgary, Alberta,
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Document Date: 2010-06-25 08:51:55

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Statistics University of Calgary Calgary / University of Calgary / Macquarie University / University of Adelaide / /

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University of Adelaide / Esscher Transforms and Consumption-Based Models Alex Badescu∗ Department of Mathematics / University of Calgary / Mathematics and Statistics University of Calgary Calgary / Macquarie University / /

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Alberta / /

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