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The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
Mathematical Finance, 2000Marco Frittelli
exaly
Doob's inequality, Burkholder-Gundy inequality and martingale transforms on martingale Morrey spaces
Acta Mathematica Scientia, 2018Kwok-Pun Ho
exaly
Measure-Free Martingales with Application to Classical Martingales
2007S. F. Cullender +3 more
openaire +1 more source
Minimal fq-martingale measures for exponential Lévy processes
Annals of Applied Probability, 2007Yoshio Miyahara
exaly
A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE
Mathematical Finance, 2008Ales Černý
exaly