Pages that link to "Item:Q1424723"
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The following pages link to The minimal entropy martingale measures for geometric Lévy processes (Q1424723):
Displayed 17 items.
- Price Index Insurances in the Agriculture Markets (Q5165012) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- A positive interest rate model with sticky barrier (Q5309001) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- General theory of geometric Lévy models for dynamic asset pricing (Q5345963) (← links)
- A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
- A note on convergence of option prices and their Greeks for Lévy models (Q5410820) (← links)
- OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
- On Convergence to the Exponential Utility Problem with Jumps (Q5443470) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
- A new technique for calibrating stochastic volatility models: the Malliavin gradient method (Q5484638) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)
