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Finance and stochastics
Journal of econometrics
29
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Finance research letters
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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1
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
2
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
3
Minimax theorems for American options without time-consistency
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
Saved in:
4
Maximum entropy distributions inferred from option portfolios on an asset
Neri, Cassio
;
Schneider, Lorenz
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10009544666
Saved in:
5
Minimal q-entropy martingale measures for exponential time-changed Lévy processes
Kassberger, Stefan
;
Liebmann, Thomas
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 117-140
Persistent link: https://www.econbiz.de/10008824130
Saved in:
6
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
7
On q-optimal martingale measures in exponential Lévy models
Bender, Christian
;
Niethammer, Christina R.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 381-410
Persistent link: https://www.econbiz.de/10003899201
Saved in:
8
The minimal entropy martingale measures for geometric Lévy processes
Fujiwara, Tsukasa
;
Miyahara, Yoshio
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10001800700
Saved in:
9
A semimartingale BSDE related to the minimal entropy martingale measure
Mania, Michael
;
Santacroce, Marina
;
Tevzadze, Revaz
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 385-402
Persistent link: https://www.econbiz.de/10001771742
Saved in:
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