Pages that link to "Item:Q841858"
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The following pages link to Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes (Q841858):
Displaying 4 items.
- Geometric Lévy process \& MEMM pricing model and related estimation problems (Q1415423) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- Utility indifference hedging with exponential additive processes (Q1959132) (← links)
- Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497) (← links)