Pages that link to "Item:Q5305594"
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The following pages link to RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594):
Displaying 5 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)
- Risk-based premium evaluation with jump diffusion process for PBGC (Q6161003) (← links)