Pages that link to "Item:Q5312715"

The following pages link to A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715):

Displaying 18 items.

• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
• Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
• Characterisation of optimal dual measures via distortion (Q882491) (← links)
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
• Group classification of a class of equations arising in financial mathematics (Q2637947) (← links)
• Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (Q2862748) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• (Q3154985) (← links)
• (Q3405337) (← links)
• Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
• On the parabolic equation for portfolio problems (Q4989156) (← links)
• BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492) (← links)
• On the multi-dimensional portfolio optimization with stochastic volatility (Q5236140) (← links)
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)
• OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)