Esscher transformed Laplace distributions and its applications

George, Sebastian, George, Dais . Journal of Probability and Statistical Science 2012. 10 (2) :135-152

Locate this article in:

Bibtex

@article{CIS-275636,
  Author = {George, Sebastian and George, Dais},
  Title = {Esscher transformed Laplace distributions and its applications},
  Journal = {Journal of Probability and Statistical Science},
  Volume = {10},
  Number = {2},
  Year = {2012},
  Pages = {135--152},
  Keywords = {Simulation, Likelihood ratio test, Wald test, Lagrange multiplier test, Moment estimator, Esscher transformation, Maximum likelihood estimator, Entropy, financial modeling, one parameter exponential family}
}

Similar articles