Pages that link to "Item:Q3166715"

The following pages link to THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715):

Displaying 25 items.

• Deformed exponentials and applications to finance (Q280540) (← links)
• Theoretical foundations and mathematical formalism of the power-law tailed statistical distributions (Q280659) (← links)
• Applications of entropy in finance: a review (Q280721) (← links)
• On the \(\kappa\)-deformed cyclic functions and the generalized Fourier series in the framework of the \(\kappa\)-algebra (Q296356) (← links)
• A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← links)
• The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
• The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
• The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
• The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
• New classes of Lorenz curves by maximizing Tsallis entropy under mean and Gini equality and inequality constraints (Q1618688) (← links)
• Option pricing under deformed Gaussian distributions (Q1619162) (← links)
• Tsallis and Rényi divergences of generalized Jacobi polynomials (Q1619732) (← links)
• New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models (Q1782903) (← links)
• On the minimal entropy martingale measure. (Q1872284) (← links)
• On Tsallis and Kaniadakis divergences (Q2124661) (← links)
• Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786) (← links)
• \(\kappa\)-deformed Fourier transform (Q2145606) (← links)
• Minimization with respect to entropy in the problem of finding a martingale measure (Q2780498) (← links)
• (Q3006899) (← links)
• (Q4438682) (← links)
• On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
• (Q4940647) (← links)
• SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION (Q5367497) (← links)
• Thermodynamic geometry of Kaniadakis statistics (Q5870652) (← links)
• Some generalizations concerning inaccuracy measures (Q6171700) (← links)