The following pages link to (Q3158928):
Displaying 14 items.
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps (Q975336) (← links)
- On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) (← links)
- Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- The predictable representation property of compensated-covariation stable families of martingales (Q2790678) (← links)
- RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (Q3650925) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Well-posedness of a system of SDEs driven by jump random measures (Q6051211) (← links)
- Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models (Q6173305) (← links)
