Pages that link to "Item:Q2488487"

The following pages link to An entropy approach to the Stein and Stein model with correlation (Q2488487):

Displayed 10 items.

• Optimal martingale measures for defaultable assets (Q436296) ‎ (← links)
• Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) ‎ (← links)
• The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) ‎ (← links)
• Characterisation of optimal dual measures via distortion (Q882491) ‎ (← links)
• Utility indifference hedging with exponential additive processes (Q1959132) ‎ (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) ‎ (← links)
• Portfolios and risk premia for the long run (Q2428051) ‎ (← links)
• The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) ‎ (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) ‎ (← links)
• OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) ‎ (← links)