Pages that link to "Item:Q2475035"
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The following pages link to Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035):
Displaying 7 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)
- POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← 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)
