Pages that link to "Item:Q4510002"
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The following pages link to On Martingale Measures for Stochastic Processes with Independent Increments (Q4510002):
Displayed 7 items.
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)