Pages that link to "Item:Q1003349"
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The following pages link to On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349):
Displaying 15 items.
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- \(q\)-optimal martingale measures for discrete time models (Q842819) (← links)
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← 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)
- A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538) (← 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)
- Existence and uniqueness of martingale measures in exponential Lévy models (Q4677476) (← links)
- POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)
- On the Martingale Measures in Exponential Lévy Models (Q5700632) (← links)
- Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)
