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  • On the Application of Esscher Transform to the Regime Switching Model
    On the Application of Esscher Transform to the Regime Switching Model This is the abstract for the paper ... paper on the application of Esscher transform to the Regime Switching Model. Abstract;Hedging;RSLN2 ...

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    • Authors: Mary Hardy, Chao Qiu, Joseph Kim
    • Date: Jul 2010