Bayesian risk measures for derivatives for random Esscher transform
Siu, T. K., Tong, H. & Yang, H.
(2001).
Bayesian risk measures for derivatives for random Esscher transform.
North American Actuarial Journal,
5(3), 78-91.
| Item Type | Article |
|---|---|
| Copyright holders | © 2001 Society of Actuaries |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| Date Deposited | 02 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6295 |
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