Pages that link to "Item:Q4548067"
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The following pages link to On the Existence of Minimax Martingale Measures (Q4548067):
Displaying 50 items.
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- A note on utility maximization with unbounded random endowment (Q633829) (← links)
- Uncertainty averse preferences (Q634503) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Conditional Davis pricing (Q784731) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- An analytical characterization for an optimal change of Gaussian measures (Q955485) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives) (Q1408118) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- On the super replication price of unbounded claims (Q1769420) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Utility maximizing entropy and the second law of thermodynamics. (Q1879820) (← links)
- Utility maximization, risk aversion, and stochastic dominance (Q1938972) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- Generalized entropic risk measures and related BSDEs (Q2244447) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
- ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
- Exponential Hedging and Entropic Penalties (Q4551807) (← links)
- On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper (Q4551808) (← links)
- Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- Relative Entropy Criterion and CAPM-Like Pricing (Q4606785) (← links)
- SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS (Q4673846) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
