Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008)
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scientific article; zbMATH DE number 5934942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential change of measure applied to term structures of interest rates and exchange rates |
scientific article; zbMATH DE number 5934942 |
Statements
Exponential change of measure applied to term structures of interest rates and exchange rates (English)
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2 August 2011
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state-price deflator
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potential representation
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exponential change of measure
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Esscher transform
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