MAP20080025694 Lau, John W. On option pricing under a completely random measure via a generalized Esscher transform / John W. Lau, Tak Kuen Siu En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/08/2008 Tomo 43 Número 1 - 2008 I. Siu, Tak Kuen .