Pages that link to "Item:Q483702"

The following pages link to Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702):

Displaying 10 items.

• The minimal entropy martingale measures for exponential additive processes (Q841854) (← 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 Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
• The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
• Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
• Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
• (Q3067598) (← links)
• (Q4459182) (← links)
• Structure-preserving equivalent martingale measures for ℋ-SII models (Q4684922) (← links)