Pages that link to "Item:Q1003340"
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The following pages link to Minimal Hellinger martingale measures of order \(q\) (Q1003340):
Displayed 9 items.
- 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)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- Portfolio choice under dynamic investment performance criteria (Q3623405) (← links)