### A unified characterization of $q$-optimal and minimal entropy martingale measures by semimartingale backward equations.

Mania, M., Tevzadze, R. (2003)

Georgian Mathematical Journal

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Mania, M., Tevzadze, R. (2003)

Georgian Mathematical Journal

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Mania, Mikhael, Tevzadze, Revaz (2006)

Electronic Communications in Probability [electronic only]

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Önalan, Ömer (2008)

Acta Universitatis Apulensis. Mathematics - Informatics

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Chitashvili, R., Mania, M. (1996)

Georgian Mathematical Journal

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El Kadiri, M. (2008)

Acta Mathematica Universitatis Comenianae. New Series

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Karácsony, Zsolt (2006)

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Basse, Andreas (2008)

Electronic Journal of Probability [electronic only]

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Toronjadze, T. (2001)

Georgian Mathematical Journal

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Stoynov, Pavel (2003)

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2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10 The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance. In this paper, we propose a general stochastic model describing the wealth process and give some of its properties and special cases. A result regarding the probability of default within the framework of the model is also offered.

Grigorescu, Ilie, Kang, Min (2006)

Electronic Journal of Probability [electronic only]

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Toronjadze, T. (2002)

Georgian Mathematical Journal

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Skorokhod, A. (2001)

Georgian Mathematical Journal

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Nikeghbali, Ashkan (2006)

Probability Surveys [electronic only]

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