Pages that link to "Item:Q4561928"
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The following pages link to An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928):
Displaying 3 items.
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- On the minimal entropy martingale measure for Lévy processes (Q5086534) (← links)
