Exponential Hedging and Entropic Penalties (Q4551807): Difference between revisions

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+On the Existence of Minimax Martingale Measures
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+Pricing contingent claims on stocks driven by Lévy processes
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+Weighted norm inequalities and hedging in incomplete markets
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+Introduction to a theory of value coherent with the no-arbitrage principle
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+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
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+Mean-Variance Hedging and Numeraire
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+Continuous exponential martingales and BMO
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Dynamic programming and mean-variance hedging
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