Pages that link to "Item:Q1639499"
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The following pages link to On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure (Q1639499):
Displaying 4 items.
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- Utility indifference pricing and hedging of Stein-Stein model (Q2908311) (← links)
- (Q3405337) (← links)
- Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497) (← links)