Pages that link to "Item:Q2643045"
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The following pages link to Shot-noise processes and the minimal martingale measure (Q2643045):
Displaying 11 items.
- Purchase timing models in marketing: a review (Q734448) (← links)
- Some limit results on the Haar-Fisz transform for inhomogeneous Poisson signals (Q957473) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
- Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
