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The following pages link to The relations between minimal martingale measure and minimal entropy martingale measure (Q1415432):

Displaying 21 items.

The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
Martingale measures in the market with restricted information (Q868406) (← links)
Minimal entropy martingale measures of jump type price processes in incomplete assets markets (Q1000475) (← links)
The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
Value preserving portfolio strategies and the minimal martingale measure (Q1298740) (← links)
On the price of risk under a regime switching CGMY process (Q1627726) (← links)
A semimartingale BSDE related to the minimal entropy martingale measure (Q1776003) (← links)
Minimal martingale measures for discrete-time incomplete financial markets (Q1862954) (← links)
On the minimal entropy martingale measure. (Q1872284) (← links)
A minimality property of the minimal martingale measure (Q1962144) (← links)
The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
Minimization with respect to entropy in the problem of finding a martingale measure (Q2780498) (← links)
Minimal martingale measure on a finite probability space (Q2849242) (← links)
The minimal symmetric \(\kappa \) entropy martingale measure and valuation problem of incomplete market (Q3131597) (← links)
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
(Q4459182) (← links)
On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
The minimal entropy martingale measure and the valuation problem in incomplete markets (Q5890187) (← links)
The \(p\)-optimal martingale measure in continuous trading models (Q5950019) (← links)
Minimax and minimal distance martingale measures and their relationship to portfolio optimization (Q5957686) (← links)