Pages that link to "Item:Q1776029"
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The following pages link to Completion of a Lévy market by power-jump assets (Q1776029):
Displaying 20 items.
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Complete markets with discontinuous security price (Q1297922) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Optimal investment in a Lévy market (Q2494467) (← links)
- Completeness of bond market driven by Lévy process (Q2786029) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- Moment swaps (Q3375396) (← links)
- The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- (Q4988594) (← links)
- MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (Q5088806) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- Discrete time approximation of BSDEs driven by a Lévy process (Q5324866) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
