Pages that link to "Item:Q5324400"
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The following pages link to PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400):
Displaying 9 items.
- Application of optimal filtering methods for on-line of queueing network states (Q315121) (← links)
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)
