Pages that link to "Item:Q841854"
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The following pages link to The minimal entropy martingale measures for exponential additive processes (Q841854):
Displaying 7 items.
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← 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)
- Utility indifference hedging with exponential additive processes (Q1959132) (← links)
- (Q3067598) (← links)