Esscher Transform

Siu, T. K. (2010). Esscher Transform. Encyclopedia of Quantitative Finance.

Type

Other

Intellectual base

Unclassified

Year

2010

DOI

10.1002/9780470061602.eqf21024

ISBN

9780470057568

DOI registrant

Wiley

Link

https://doi.org/10.1002/9780470061602.eqf21024

Cited by

1 citation across 1 artifact.

Domain-specific

• Esscher transform
  • Dynamic conditional Esscher transforms require filtration-specific definitions beyond the static formula.

Verification

Does it exist? Confirmed. This work's DOI resolves to a registered record, which fixes its identity. That is all it fixes.

Does it back the claim? Not recorded. The single citation of this work carries no recorded support check.

Support is checked per citation rather than per work — the same source can be cited soundly in one article and wrongly in another. Per-citation recording began recently, so a citation with no recorded check is a gap in the record rather than evidence it went unchecked.

See how references were verified.

Registry ID ref:8f371874b3a0 · see in the full table