The following pages link to (Q3405337):
Displaying 15 items.
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure (Q1639499) (← links)
- The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
- An entropy approach to the Stein and Stein model with correlation (Q2488487) (← links)
- The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← 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)
- Utility indifference pricing and hedging of Stein-Stein model (Q2908311) (← links)
- Minimum cross entropy formalism of the binomial tree model for option pricing (Q2916063) (← links)
- (Q3154985) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)
- The minimal entropy martingale measure and the valuation problem in incomplete markets (Q5890187) (← links)
