Pages that link to "Item:Q1933702"

The following pages link to The minimal entropy martingale measure of a jump process influenced by jump times (Q1933702):

Displaying 7 items.

• The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
• The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
• Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
• The minimal martingale measure for the price process with Poisson shot noise jumps (Q2787500) (← links)
• The minimal martingale measure for jump diffusion processes and its properties (Q2918220) (← links)
• (Q3067598) (← links)