Pages that link to "Item:Q2472193"
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The following pages link to The relative entropy in CGMY processes and its applications to finance (Q2472193):
Displaying 7 items.
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure (Q1639499) (← links)
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- Generalized entropy approach to stable Lévy distributions with financial application (Q1855539) (← links)
- A New Tempered Stable Distribution and Its Application to Finance (Q3606096) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497) (← links)