Pages that link to "Item:Q2918220"

The following pages link to The minimal martingale measure for jump diffusion processes and its properties (Q2918220):

Displaying 3 items.

• The minimal entropy martingale measure of a jump process influenced by jump times (Q1933702) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
• The minimal martingale measure for the price process with Poisson shot noise jumps (Q2787500) (← links)