Pages that link to "Item:Q1290373"

The following pages link to The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373):

Displayed 9 items.

• \(q\)-optimal martingale measures for discrete time models (Q842819) ‎ (← links)
• GARCH option pricing: A semiparametric approach (Q938035) ‎ (← links)
• On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) ‎ (← links)
• Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) ‎ (← links)
• On transformations of actuarial valuation principles. (Q1413264) ‎ (← links)
• On Asian option pricing for NIG Lévy processes (Q1883479) ‎ (← links)
• On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) ‎ (← links)
• Maxentropic construction of risk neutral measures: discrete market models (Q4784302) ‎ (← links)
• The \(p\)-optimal martingale measure in continuous trading models (Q5950019) ‎ (← links)