Pages that link to "Item:Q4678744"
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The following pages link to On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744):
Displaying 11 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- (Q3154985) (← links)
- THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
