Pages that link to "Item:Q2255722"
From MaRDI portal
The following pages link to The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722):
Displaying 4 items.
- On the generalized cumulative residual entropy with applications in actuarial science (Q313600) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)
