Pages that link to "Item:Q2643378"
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The following pages link to The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378):
Displaying 7 items.
- Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- A note on utility-based pricing (Q2351402) (← links)
- An entropy approach to the Stein and Stein model with correlation (Q2488487) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)