The Wang transform and option pricing

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Abstract
Paper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 2012
Description
Paper presented at Strathmore International Math Research Conference on July 23 - 27, 2012
Keywords
Wang transform, Esscher transform, Esscher-Girsanov transform
Citation
URI
http://hdl.handle.net/11071/3575
Collections
SIMC 2012