Pages that link to "Item:Q862208"

The following pages link to The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208):

Displaying 17 items.

• Optimal martingale measures for defaultable assets (Q436296) (← links)
• Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Utility maximization in models with conditionally independent increments (Q614120) (← links)
• The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• A semimartingale BSDE related to the minimal entropy martingale measure (Q1776003) (← links)
• The minimal entropy martingale measure of a jump process influenced by jump times (Q1933702) (← links)
• Utility indifference hedging with exponential additive processes (Q1959132) (← links)
• Trading with small nonlinear price impact (Q2192738) (← links)
• Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
• An entropy approach to the Stein and Stein model with correlation (Q2488487) (← links)
• (Q3006899) (← links)
• (Q3067598) (← links)
• The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model (Q3182399) (← links)
• The Minimal Entropy Martingale Measure for Exponential Markov Chains (Q5299561) (← links)