The following pages link to (Q3067598):
Displaying 5 items.
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
- The minimal entropy martingale measure of a jump process influenced by jump times (Q1933702) (← links)