Pages that link to "Item:Q4678744"

The following pages link to On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744):

Displaying 18 items.

• Deformed exponentials and applications to finance (Q280540) (← links)
• A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← 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 \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
• On the minimal entropy martingale measure. (Q1872284) (← links)
• Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
• Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
• Exponential stock models driven by tempered stable processes (Q2451785) (← links)
• On convergence to the exponential utility problem (Q2464849) (← links)
• Power utility maximization under partial information: some convergence results (Q2638359) (← links)
• Minimization with respect to entropy in the problem of finding a martingale measure (Q2780498) (← links)
• STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
• (Q3154985) (← links)
• THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• (Q4438682) (← links)
• (Q4459182) (← links)
• Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)