Pages that link to "Item:Q3535728"
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The following pages link to The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728):
Displaying 5 items.
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- The exp-UIV for Markets with Partial Information and Complete Information (Q2929467) (← links)
- Optimal Exponential Utility in a Jump Bond Market (Q3081440) (← links)
- The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (Q3633143) (← links)