Pages that link to "Item:Q1267819"
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The following pages link to A note on the existence of unique equivalent martingale measures in a Markovian setting (Q1267819):
Displaying 13 items.
- Maximum likelihood estimation for Wishart processes (Q326826) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Stationary and self-similar processes driven by Lévy processes (Q1613667) (← links)
- No-arbitrage commodity option pricing with market manipulation (Q2190069) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (Q3304208) (← links)
- On the martingale property of stochastic exponentials (Q4667990) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
- Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q5421246) (← links)
- THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880) (← links)
