Pages that link to "Item:Q5692939"

The following pages link to MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939):

Displaying 30 items.

• Optimal martingale measures for defaultable assets (Q436296) (← links)
• Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
• The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
• How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
• Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
• Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
• Convex pricing by a generalized entropy penalty (Q2426607) (← links)
• Horizon-unbiased utility functions (Q2464859) (← links)
• Determination of risk pricing measures from market prices of risk (Q2518550) (← links)
• Mean variance hedging in a general jump market (Q2786037) (← links)
• Minimal martingale measure on a finite probability space (Q2849242) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (Q2862748) (← links)
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• (Q3154985) (← links)
• (Q3405337) (← links)
• (Q3461405) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928) (← links)
• Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)
• MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
• Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
• On the cumulant transforms for Hawkes processes (Q6159627) (← links)