Pages that link to "Item:Q424343"
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The following pages link to Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343):
Displaying 6 items.
- Statistical causality and orthogonality of local martingales (Q449392) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- Risk minimization with incomplete information in a model for high-frequency data (Q2707144) (← links)
- Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks (Q2892976) (← links)
- M6—On Minimal Market Models and Minimal Martingale Measures (Q3000875) (← links)
