Pages that link to "Item:Q2862748"

The following pages link to The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (Q2862748):

Displaying 7 items.

• Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
• (Q3405337) (← links)
• On the multi-dimensional portfolio optimization with stochastic volatility (Q5236140) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)