Pages that link to "Item:Q1003349"

The following pages link to On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349):

Displaying 9 items.

• \(q\)-optimal martingale measures for discrete time models (Q842819) (← links)
• Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
• Exponential stock models driven by tempered stable processes (Q2451785) (← links)
• Power utility maximization under partial information: some convergence results (Q2638359) (← links)
• THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)
• Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)