Pages that link to "Item:Q2244447"
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The following pages link to Generalized entropic risk measures and related BSDEs (Q2244447):
Displaying 8 items.
- Generalized entropy approach to stable Lévy distributions with financial application (Q1855539) (← links)
- The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
- On a statistical information measure for a generalized Samuelson-Black-Scholes model (Q2757198) (← links)
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659) (← links)
- Generalized logit dynamics based on rational logit functions (Q6657680) (← links)
