Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures (Q2838141)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures |
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Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures (English)
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8 July 2013
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\(f\)-divergence
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exponential Lévy models
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minimal martingale measures
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Lévy preservation property
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