Pages that link to "Item:Q1290373"
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The following pages link to The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373):
Displayed 13 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- Applications of entropy in finance: a review (Q280721) (← links)
- \(q\)-optimal martingale measures for discrete time models (Q842819) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- Maxentropic construction of risk neutral measures: discrete market models (Q4784302) (← links)
- The \(p\)-optimal martingale measure in continuous trading models (Q5950019) (← links)