Pages that link to "Item:Q853860"
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The following pages link to From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860):
Displaying 7 items.
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- Utility indifference hedging with exponential additive processes (Q1959132) (← links)
- Power utility maximization in an exponential Lévy model without a risk-free asset (Q2577655) (← links)
- On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper (Q4551808) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)