Pages that link to "Item:Q3535728"

The following pages link to The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728):

Displaying 18 items.

• \(\Phi\)-entropy inequality and application for SDEs with jumps (Q488530) (← links)
• The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
• From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
• The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
• The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
• A semimartingale BSDE related to the minimal entropy martingale measure (Q1776003) (← links)
• On the minimal entropy martingale measure. (Q1872284) (← links)
• Exponential stock models driven by tempered stable processes (Q2451785) (← links)
• On convergence to the exponential utility problem (Q2464849) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps (Q2488497) (← links)
• The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach (Q2862748) (← links)
• The exp-UIV for Markets with Partial Information and Complete Information (Q2929467) (← links)
• (Q3067598) (← links)
• Optimal Exponential Utility in a Jump Bond Market (Q3081440) (← links)
• The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (Q3633143) (← links)
• (Q4459182) (← links)
• On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)