Pages that link to "Item:Q4213036"
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The following pages link to A Discrete Time Equivalent Martingale Measure (Q4213036):
Displaying 23 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- \(q\)-optimal martingale measures for discrete time models (Q842819) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- Asymptotic distribution of the EPMS estimator for financial derivatives pricing (Q1623433) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Asymptotic option price with bounded expected loss (Q2510032) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- Option pricing with realistic ARCH processes (Q2879018) (← links)
- Dynamic Programming and Hedging Strategies in Discrete Time (Q3112475) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- Model risk of the implied GARCH-normal model (Q5247942) (← links)
- Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing (Q5505153) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
