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- of ruin for Markov additive processes 2013-02-05 Paper The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model 2012-07-03...10 bytes (18 words) - 23:22, 11 December 2023
- https://portal.mardi4nfdi.de/entity/Q3374320 2006-03-09 Paper The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets 2001-03-29...10 bytes (19 words) - 15:56, 10 December 2023
- Shephard stochastic volatility model 2010-08-19 Paper The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard...10 bytes (19 words) - 10:32, 9 December 2023
- Martingale Measure 2005-05-23 Paper A semimartingale BSDE related to the minimal entropy martingale measure 2005-05-20 Paper https://portal.mardi4nfdi.de/entity/Q4824855...10 bytes (16 words) - 11:52, 7 October 2023
- 2007-01-16 Paper Mapping PUNITY to UniNet 2003-12-09 Paper The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets 2001-03-29...10 bytes (16 words) - 06:08, 13 December 2023
- 2010-10-06 Paper The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models 2007-02-05 Paper An entropy approach to the Stein...10 bytes (16 words) - 12:22, 7 October 2023
- investment. 2003-11-16 Paper On the minimal entropy martingale measure. 2003-05-06 Paper Exponential Hedging and Entropic Penalties 2002-10-28 Paper Embedding...10 bytes (16 words) - 14:15, 11 December 2023
- hedging with exponential additive processes 2010-10-06 Paper The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models 2007-02-05 Paper...10 bytes (17 words) - 11:35, 7 October 2023
- utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure 2018-06-13 Paper...10 bytes (18 words) - 20:06, 24 September 2023
- Publication Date of Publication Type On the minimal entropy martingale measure for Lévy processes 2022-07-05 Paper https://portal.mardi4nfdi.de/entity/Q3077838...10 bytes (16 words) - 09:41, 6 October 2023
- 2005-03-21 Paper On the Existence of Minimax Martingale Measures 2002-09-19 Paper The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete...10 bytes (16 words) - 15:12, 7 December 2023
- Paper Semi-Markov regime switching interest rate models under minimal entropy martingale measure 2016-10-06 Paper...10 bytes (16 words) - 14:25, 28 January 2024
- actuarial judgement and market-consistency 2017-09-19 Paper The minimal entropy martingale measure in a market of traded financial and actuarial risks 2015-02-18...10 bytes (16 words) - 09:51, 25 September 2023
- Shephard stochastic volatility model 2010-08-19 Paper The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard...10 bytes (16 words) - 10:05, 6 October 2023
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure 2009-05-06 Paper Minimal Hellinger martingale measures...10 bytes (16 words) - 03:29, 13 December 2023
- MARKOV-MODULATED EXPONENTIAL LÉVY MODEL 2015-09-22 Paper The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model 2012-07-03...10 bytes (18 words) - 03:18, 7 October 2023
- valuation 2005-11-08 Paper A semimartingale BSDE related to the minimal entropy martingale measure 2005-05-20 Paper https://portal.mardi4nfdi.de/entity/Q4654401...10 bytes (16 words) - 15:34, 12 December 2023
- stochastic multi-population standard 2018-01-12 Paper The minimal entropy martingale measure in a market of traded financial and actuarial risks 2015-02-18...10 bytes (18 words) - 15:00, 12 December 2023
- exponential martingale equation 2006-11-03 Paper https://portal.mardi4nfdi.de/entity/Q5493561 2006-10-23 Paper A semimartingale BSDE related to the minimal entropy...10 bytes (16 words) - 12:59, 11 December 2023
- Monte Carlo method 2006-08-23 Paper Esscher transforms and the minimal entropy martingale measure for exponential Lévy models 2006-08-21 Paper An exact analytical...10 bytes (16 words) - 15:12, 11 December 2023
