Pages that link to "Item:Q5299561"
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The following pages link to The Minimal Entropy Martingale Measure for Exponential Markov Chains (Q5299561):
Displaying 10 items.
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
- On the minimal entropy martingale measure. (Q1872284) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- (Q3006899) (← links)
- (Q3067598) (← links)
- (Q3154985) (← links)
- (Q4940647) (← links)
- Minimum entropy production, detailed balance and Wasserstein distance for continuous-time Markov processes (Q5049668) (← links)