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Minimal entropy martingale measures of jump type price processes in incomplete assets markets
Miyahara, Yoshio - In: Asia-Pacific financial markets 6 (1999) 2, pp. 97-113
Persistent link: https://www.econbiz.de/10001449305
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[Geometric Lévy process & MEMM] pricing model and related estimation problems
Miyahara, Yoshio - In: Asia-Pacific financial markets 8 (2001) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10001601030
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Geometric Lévy process pricing model
Miyahara, Yoshio; Novikov, Alex - 2001
Persistent link: https://www.econbiz.de/10001732779
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Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
Miyahara, Yoshio - 2012
Persistent link: https://www.econbiz.de/10009426688
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Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio; Moriwaki, Naruhiko - In: Recent advances in financial engineering : proceedings …, (pp. 119-133). 2009
Persistent link: https://www.econbiz.de/10003871176