Bayesian Risk Measures for Derivatives via Random Esscher Transform

Tak Kuen Siu, H. Tong, H. Yang

Research output: Contribution to journalArticle

19 Citations (Scopus)
Original languageEnglish
Pages (from-to)78-91
Number of pages14
JournalNorth American Actuarial Journal
Volume5
Issue number3
Publication statusPublished - 2001

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