Pages that link to "Item:Q2780498"
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The following pages link to Minimization with respect to entropy in the problem of finding a martingale measure (Q2780498):
Displaying 5 items.
- The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
- On the minimal entropy martingale measure. (Q1872284) (← links)
- Monte-Carlo approximation of minimum entropy measures (Q2711896) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- (Q4940647) (← links)