Esscher Transforms and Consumption-Based Models Alex Badescu∗ Department of Mathematics and Statistics University of Calgary Calgary, Alberta,

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Date: 2010-06-25 08:51:55 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, Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 167,77 KB Share Document on Facebook

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