Pages that link to "Item:Q2485828"
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The following pages link to Minimal entropy preserves the Lévy property: how and why (Q2485828):
Displayed 11 items.
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← 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)
- On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967) (← links)
- Pricing jump risk with utility indifference (Q3623407) (← links)
- On Convergence to the Exponential Utility Problem with Jumps (Q5443470) (← links)
- Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)