Pages that link to "Item:Q3182399"

The following pages link to The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model (Q3182399):

Displaying 9 items.

• Applications of entropy in finance: a review (Q280721) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (Q2862748) (← links)
• Using the minimal entropy martingale measure to valuate real options in multinomial lattices (Q2906072) (← links)
• Minimum cross entropy formalism of the binomial tree model for option pricing (Q2916063) (← links)
• (Q3405337) (← links)
• (Q4900817) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model (Q5459531) (← links)