Pages that link to "Item:Q1862954"

The following pages link to Minimal martingale measures for discrete-time incomplete financial markets (Q1862954):

Displaying 15 items.

• Indifference valuation in incomplete binomial models (Q613732) (← links)
• Value preserving portfolio strategies and the minimal martingale measure (Q1298740) (← links)
• The relations between minimal martingale measure and minimal entropy martingale measure (Q1415432) (← links)
• A convenient way to characterize equivalent martingale measures in incomplete markets (Q1567084) (← links)
• A measure-theoretic approach to completeness of financial markets (Q1771302) (← links)
• On an aggregate state-price deflator in a multi-period market model (Q2231617) (← links)
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
• Shot-noise processes and the minimal martingale measure (Q2643045) (← links)
• Martingale measures and hedging for discrete-time financial markets (Q2757607) (← links)
• Minimal martingale measure on a finite probability space (Q2849242) (← links)
• M6—On Minimal Market Models and Minimal Martingale Measures (Q3000875) (← links)
• (Q3461405) (← links)
• (Q3648013) (← links)
• On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232) (← links)
• Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing (Q5505153) (← links)