Pages that link to "Item:Q1363465"

The following pages link to On martingale measures when asset returns have unpredictable jumps (Q1363465):

Displaying 8 items.

• The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• Portfolio selection: a review (Q2247913) (← links)
• Sufficient Poisson jump diffusion market models revisited (Q2759032) (← links)
• Remarks on optimal strategies to utility maximizations in continuous time incomplete markets (Q3121489) (← links)
• Martingale Analysis for Assets with Discontinuous Returns (Q4835397) (← links)
• Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
• A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)