Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
$F$-divergence minimal equivalent martingale measures and optimal portfolios for exponential Levy models with a change-point
An $f$-divergence approach for optimal portfolios in exponential Levy models
Levy preservation and associated properties for $f$-divergence minimal equivalent martingale measures
On continuity properties for option prices in exponential Lévy models
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