Pages that link to "Item:Q1962144"

What links here

⧼whatlinkshere-whatlinkshere-target⧽

Page:

⧼whatlinkshere-whatlinkshere-ns⧽

Namespace:

Invert selection

⧼whatlinkshere-whatlinkshere-filter⧽

Hide transclusions

Hide links

Hide redirects

The following pages link to A minimality property of the minimal martingale measure (Q1962144):

Displaying 21 items.

Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
Indifference valuation in incomplete binomial models (Q613732) (← links)
Properties of minimal mathematical expectations (Q812740) (← links)
Characterisation of optimal dual measures via distortion (Q882491) (← links)
The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
Minimal martingale measure on a finite probability space (Q2849242) (← links)
Entropy Maximization in Finance (Q3298034) (← links)
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
(Q3766583) (← links)
Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
On the Optimal Investment (Q4976507) (← links)
ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)