Brunel University Research Archive(BURA) preserves and enables easy and open access to all
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Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject second order Esscher transform
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 4-Feb-2021 | Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS) | Realdon, M |