Pages that link to "Item:Q1016619"
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The following pages link to Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619):
Displaying 5 items.
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
- POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)