A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264)
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scientific article; zbMATH DE number 6004767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the connection between the Esscher-Girsanov transform and the Wang transform |
scientific article; zbMATH DE number 6004767 |
Statements
A note on the connection between the Esscher-Girsanov transform and the Wang transform (English)
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10 February 2012
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Choquet integral
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distortion function
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Esscher-Girsanov transform
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Wang transform
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