Bayesian risk measures for derivatives for random Esscher transform
Siu, Tak Kuen; Tong, Howell; and Yang, Hailiang
(2001)
Bayesian risk measures for derivatives for random Esscher transform.
North American Actuarial Journal, 5 (3).
pp. 78-91.
ISSN 1092-0277
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 02 Jul 2008 14:50 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6295 |