Choulli, T., Elazkany, E., & Vanmaele, M. (2024). The second-order Esscher martingale densities for continuous-time market models.
Chicago Style (17th ed.) CitationChoulli, Tahir, Ella Elazkany, and Michèle Vanmaele. The Second-order Esscher Martingale Densities for Continuous-time Market Models. 2024.
MLA (9th ed.) CitationChoulli, Tahir, et al. The Second-order Esscher Martingale Densities for Continuous-time Market Models. 2024.
Warning: These citations may not always be 100% accurate.