Bo, Lijun Exponential change of measure applied to term structures of interest rates and exchange rates. (English) Zbl 1218.91159 Insur. Math. Econ. 49, No. 2, 216-225 (2011). MSC: 91G30 60H10 44A10 91B30 PDFBibTeX XMLCite \textit{L. Bo}, Insur. Math. Econ. 49, No. 2, 216--225 (2011; Zbl 1218.91159) Full Text: DOI
Taylor, G. C. Concerning the use of Laguerre polynomials for inversion of Laplace transforms in risk theory. (English) Zbl 0367.60020 Bl., Dtsch. Ges. Versicherungsmath. 13, 85-92 (1977). MSC: 60E05 62P05 44A10 PDFBibTeX XMLCite \textit{G. C. Taylor}, Bl., Dtsch. Ges. Versicherungsmath. 13, 85--92 (1977; Zbl 0367.60020) Full Text: DOI