Pages that link to "Item:Q4548067"
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The following pages link to On the Existence of Minimax Martingale Measures (Q4548067):
Displaying 18 items.
- Disparity, Shortfall, and Twice-Endogenous HARA Utility (Q5080558) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
- Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
- A new technique for calibrating stochastic volatility models: the Malliavin gradient method (Q5484638) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
- Existence of an equilibrium with limited participation (Q6130332) (← links)
- The Black–Scholes equation in the presence of arbitrage (Q6158381) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)
