$q$-optimal martingale measures for discrete time models (Q842819): Difference between revisions

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+https://doi.org/10.1007/s10690-008-9076-y
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+W2073906317
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+$\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE
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+On \(q\)-optimal martingale measures in exponential Lévy models
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+The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure
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+Q4213415
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+On the minimal entropy martingale measure.
@@ Property / cites work: On the minimal entropy martingale measure. / rank @@
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+STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE
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+Q5566063
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+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
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+Approximation pricing and the variance-optimal martingale measure
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@@ links / mardi / name / links / mardi / name @@
+Publication:842819

\(q\)-optimal martingale measures for discrete time models (Q842819): Difference between revisions

Latest revision as of 00:30, 2 July 2024

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Mathematics(1 entry)