Pages that link to "Item:Q2255722"

The following pages link to The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722):

Displaying 14 items.

• On the generalized cumulative residual entropy with applications in actuarial science (Q313600) (← links)
• An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
• A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
• Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
• On the (in-)dependence between financial and actuarial risks (Q2443231) (← links)
• The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (Q2862748) (← links)
• Using the minimal entropy martingale measure to valuate real options in multinomial lattices (Q2906072) (← links)
• M6—On Minimal Market Models and Minimal Martingale Measures (Q3000875) (← links)
• (Q3405337) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)
• Designing risk-free service for renewable wind and solar resources (Q6554670) (← links)