Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619)
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scientific article; zbMATH DE number 5551385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure |
scientific article; zbMATH DE number 5551385 |
Statements
Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (English)
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6 May 2009
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minimal Hellinger martingale measure
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\(q\)-optimal martingale measure
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incomplete market
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utility maximization
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