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 50 items.
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes (Q841858) (← links)
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) (← links)
- Securitization of motor insurance loss rate risks (Q1003816) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component (Q1761432) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Utility indifference hedging with exponential additive processes (Q1959132) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
- An analysis of asymptotic properties and error control under the exponential jump-diffusion model for American option pricing (Q2241258) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Power utility maximization in an exponential Lévy model without a risk-free asset (Q2577655) (← links)
- Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- The exp-UIV for Markets with Partial Information and Complete Information (Q2929467) (← links)
- Optimal Exponential Utility in a Jump Bond Market (Q3081440) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- A New Tempered Stable Distribution and Its Application to Finance (Q3606096) (← links)
- Pricing jump risk with utility indifference (Q3623407) (← links)
- An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
- RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145) (← links)
- Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497) (← links)
- On the minimal entropy martingale measure for Lévy processes (Q5086534) (← links)