Pages that link to "Item:Q2488497"

The following pages link to The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497):

Displaying 14 items.

• Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Exponential stability of stochastic systems with delay and Poisson jumps (Q1719341) (← links)
• Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
• Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
• Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
• The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model (Q3182399) (← links)
• The Minimal Entropy Martingale Measure for Exponential Markov Chains (Q5299561) (← links)
• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)