Pages that link to "Item:Q5086534"

The following pages link to On the minimal entropy martingale measure for Lévy processes (Q5086534):

Displaying 14 items.

• A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← links)
• 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 minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
• The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
• The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
• A semimartingale BSDE related to the minimal entropy martingale measure (Q1776003) (← links)
• On the minimal entropy martingale measure. (Q1872284) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
• A continuous-time model of self-protection (Q2697501) (← links)
• Minimization with respect to entropy in the problem of finding a martingale measure (Q2780498) (← links)
• (Q3067598) (← links)
• On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
• (Q4940647) (← links)