Pages that link to "Item:Q5312715"
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The following pages link to A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715):
Displayed 4 items.
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Group classification of a class of equations arising in financial mathematics (Q2637947) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)