Pages that link to "Item:Q1962144"
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The following pages link to A minimality property of the minimal martingale measure (Q1962144):
Displayed 16 items.
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
- Entropy Maximization in Finance (Q3298034) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- On the Optimal Investment (Q4976507) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)