Pages that link to "Item:Q2475035"

The following pages link to Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035):

Displaying 29 items.

• Reviewing alternative characterizations of Meixner process (Q431510) (← links)
• Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
• Valuation of inflation-linked annuities in a Lévy market (Q642790) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← 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)
• Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
• Logarithmic utility maximization in an exponential Lévy model (Q2356496) (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
• The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
• Exponential stock models driven by tempered stable processes (Q2451785) (← links)
• Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
• Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
• THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
• On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928) (← links)
• POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)
• Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497) (← links)
• Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
• On the exponential process associated with a CARMA-type process (Q5410808) (← links)
• On Convergence to the Exponential Utility Problem with Jumps (Q5443470) (← links)
• The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)
• Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
• Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)
• Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)