Pages that link to "Item:Q4561928"
From MaRDI portal
The following pages link to An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928):
Displaying 6 items.
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- Optimal portfolios when stock prices follow an exponential Lévy process (Q1887262) (← links)
- Exponentially concave functions and high dimensional stochastic portfolio theory (Q2274294) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- A note on log-optimal portfolios in exponential Lévy markets (Q4659948) (← links)
- On the minimal entropy martingale measure for Lévy processes (Q5086534) (← links)